-99.3%
SILO vs VT
+81.4%
-180.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.5% | +10.3% | +11.0% |
| 7D | +39.8% | -0.1% | +40.0% | +40.9% |
| 30D | +21.8% | -3.1% | +24.8% | +32.2% |
| 3M | -52.6% | -3.5% | -49.1% | -48.3% |
| 6M | -70.5% | +0.5% | -71.0% | -71.7% |
| YTD | -64.9% | +10.8% | -75.7% | -75.3% |
| 1Y | -74.4% | +11.9% | -86.3% | -82.4% |
| 3Y | -91.2% | +73.0% | -164.2% | -98.7% |
| 5Y | -98.8% | +58.6% | -157.4% | -99.8% |
| All | -99.3% | +81.4% | -180.8% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling