-90.9%
SILO vs SPY
+78.1%
-169.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.3% |
| 7D | +38.3% | +2.6% | +35.8% | +35.1% |
| 30D | +53.3% | -2.0% | +55.3% | +57.0% |
| 3M | -42.9% | -2.8% | -40.1% | -41.0% |
| 6M | -68.5% | +2.1% | -70.7% | -69.2% |
| YTD | -63.9% | +11.5% | -75.4% | -68.0% |
| 1Y | -71.8% | +13.5% | -85.3% | -75.4% |
| 3Y | -90.9% | +77.7% | -168.6% | -92.5% |
| All | -90.9% | +78.1% | -169.0% | -92.5% |
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