-99.2%
SILO vs VT
+86.8%
-186.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -2.4% |
| 7D | -12.5% | -1.1% | -11.4% | -9.9% |
| 30D | -32.1% | -1.0% | -31.2% | -30.4% |
| 3M | -67.4% | +3.2% | -70.5% | -70.3% |
| 6M | -61.5% | +12.5% | -74.0% | -73.7% |
| YTD | -58.8% | +14.1% | -72.9% | -73.1% |
| 1Y | -79.4% | +18.9% | -98.3% | -87.8% |
| 3Y | -92.9% | +74.1% | -167.0% | -98.9% |
| 5Y | -98.4% | +66.9% | -165.2% | -99.8% |
| All | -99.2% | +86.8% | -186.0% | -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