-98.3%
SILO vs SPY
+79.8%
-178.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -0.5% |
| 7D | -14.1% | -2.0% | -12.1% | -9.0% |
| 30D | -40.9% | -1.7% | -39.2% | -38.1% |
| 3M | -67.1% | +4.7% | -71.9% | -71.5% |
| 6M | -59.6% | +12.5% | -72.1% | -72.8% |
| YTD | -58.7% | +11.7% | -70.5% | -71.6% |
| 1Y | -78.0% | +17.5% | -95.5% | -86.8% |
| 3Y | -92.9% | +76.6% | -169.5% | -99.3% |
| 5Y | -98.3% | +82.0% | -180.4% | -99.9% |
| All | -98.3% | +79.8% | -178.1% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling