-99.1%
SILO vs SPY
+116.7%
-215.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.5% | -3.5% |
| 7D | -6.6% | +0.5% | -7.1% | -7.9% |
| 30D | -39.0% | -0.9% | -38.0% | -37.4% |
| 3M | -63.6% | +3.9% | -67.5% | -67.6% |
| 6M | -53.7% | +14.5% | -68.2% | -69.9% |
| YTD | -55.3% | +12.9% | -68.2% | -69.8% |
| 1Y | -74.4% | +19.4% | -93.8% | -85.0% |
| 3Y | -92.3% | +78.5% | -170.8% | -99.1% |
| 5Y | -98.2% | +81.8% | -179.9% | -99.9% |
| All | -99.1% | +116.7% | -215.9% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling