-42.3%
SILC vs VT
+53.2%
-95.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.9% | -4.1% | -12.8% | -12.0% |
| 7D | -25.2% | -4.2% | -21.1% | -20.7% |
| 30D | -57.2% | -5.8% | -51.4% | -53.4% |
| 3M | -40.2% | -5.2% | -34.9% | -35.0% |
| 6M | -43.0% | +0.1% | -43.1% | -40.5% |
| YTD | +79.6% | +8.2% | +71.4% | +76.2% |
| 1Y | +68.3% | +10.1% | +58.1% | +62.6% |
| 3Y | +72.0% | +69.7% | +2.3% | +11.1% |
| 5Y | -42.3% | +53.4% | -95.7% | -59.5% |
| All | -42.3% | +53.2% | -95.5% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling