+343.3%
SILC vs VT
+345.0%
-1.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.9% | -4.1% | -12.8% | -13.8% |
| 7D | -25.2% | -4.2% | -21.1% | -22.4% |
| 30D | -57.2% | -5.8% | -51.4% | -54.8% |
| 3M | -40.2% | -5.2% | -34.9% | -36.8% |
| 6M | -43.0% | +0.1% | -43.1% | -41.5% |
| YTD | +79.6% | +8.2% | +71.4% | +75.9% |
| 1Y | +68.3% | +10.1% | +58.1% | +62.9% |
| 3Y | +72.0% | +69.7% | +2.3% | +22.8% |
| 5Y | -42.3% | +53.4% | -95.7% | -55.7% |
| 10Y | -22.6% | +219.2% | -241.8% | -64.5% |
| All | +343.3% | +345.0% | -1.7% | +81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling