-92.7%
SILO vs SPY
+76.5%
-169.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.5% | -5.2% | -5.2% |
| 7D | -14.0% | -0.4% | -13.6% | -13.7% |
| 30D | -43.1% | -1.4% | -41.7% | -42.3% |
| 3M | -66.7% | +3.7% | -70.4% | -67.9% |
| 6M | -58.0% | +13.0% | -71.0% | -63.3% |
| YTD | -57.8% | +12.4% | -70.2% | -62.8% |
| 1Y | -77.9% | +18.5% | -96.4% | -81.4% |
| All | -92.7% | +76.5% | -169.3% | -94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 3y: compounded portfolio wealth divided by compounded SPY 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…
3y analysis · Full analysis span regression · 6 months rolling