v3.26.1

Derivative Instruments and Hedging Activities - Narrative (Details) $ in Thousands	Mar. 31, 2026 USD ($) swap_agreement	Dec. 31, 2025 USD ($)
Derivative [Line Items]
Additional gain expected to be reclassified from AOCI into earnings during next twelve months \| $	$ (1,948)
Derivative, counterparties in net liability position, aggregate fair value \| $	$ 1,287	$ 3,499
Interest rate swaps \| Designated as Hedging Instrument
Derivative [Line Items]
Number of interest rate swaps	10
Interest rate swaps \| Designated as Hedging Instrument \| Variable Rate Term Loan, Subject To Interest Rate Swap, Maturing January 31, 2028
Derivative [Line Items]
Number of interest rate swaps	6
Interest rate swaps \| Designated as Hedging Instrument \| Variable Rate Term Loan, Subject To Interest Rate Swap, Maturing March 20, 2029
Derivative [Line Items]
Number of interest rate swaps	4

Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

+ References

Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
-Topic 815
-SubTopic 20
-Name Accounting Standards Codification
-Section 25
-Paragraph 6A
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480682/815-20-25-6A

Reference 2: http://www.xbrl.org/2003/role/disclosureRef
-Topic 815
-SubTopic 40
-Name Accounting Standards Codification
-Section 50
-Paragraph 5
-Subparagraph (f)
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480237/815-40-50-5

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- Definition

The aggregate fair value amounts of derivative instruments that contain credit-risk-related contingent features that are in a net liability position at the end of the reporting period. For nonderivative instruments that are designated and qualify as hedging instruments, the fair value amounts are the carrying value of the nonderivative hedging instrument, including the adjustment for the foreign currency transaction gain (loss) on that instrument.

+ References

Reference 1: http://www.xbrl.org/2003/role/exampleRef
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section 55
-Paragraph 185
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480401/815-10-55-185

Reference 2: http://www.xbrl.org/2003/role/disclosureRef
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 4H
-Subparagraph (c)
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480434/815-10-50-4H

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- Definition

The estimated net amount of unrealized gains or losses on interest rate cash flow hedges as of the balance sheet date expected to be reclassified to earnings within the next twelve months.

+ References

Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
-Topic 815
-SubTopic 30
-Name Accounting Standards Codification
-Section 50
-Paragraph 1
-Subparagraph (c)
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480870/815-30-50-1

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- Definition

Number of interest rate derivative instruments held by the entity at the reporting date.

+ References

Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 1B
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480434/815-10-50-1B

Reference 2: http://www.xbrl.org/2009/role/commonPracticeRef
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-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 1A
-Subparagraph (d)
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480434/815-10-50-1A

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Sila Realty Trust, Inc. 10-Q