+138.0%
VIOV vs SPY
+307.0%
-169.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.4% |
| 7D | +2.0% | +2.6% | -0.5% | -0.6% |
| 30D | +4.0% | -2.0% | +6.0% | +6.0% |
| 3M | -4.7% | -2.8% | -2.0% | -2.1% |
| 6M | +5.9% | +2.1% | +3.8% | +3.2% |
| YTD | +18.3% | +11.5% | +6.8% | +5.1% |
| 1Y | +22.8% | +13.5% | +9.4% | +7.1% |
| 3Y | +63.3% | +77.7% | -14.4% | -11.1% |
| 5Y | +32.4% | +72.6% | -40.2% | -25.9% |
| All | +138.0% | +307.0% | -169.0% | -49.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling