+158.6%
VIOV vs SPY
+318.9%
-160.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.2% |
| 7D | -2.1% | -2.0% | -0.2% | -0.1% |
| 30D | -3.3% | -1.7% | -1.7% | -1.6% |
| 3M | +2.2% | +4.7% | -2.5% | -2.8% |
| 6M | +14.0% | +12.5% | +1.5% | +0.5% |
| YTD | +18.6% | +11.7% | +6.9% | +5.3% |
| 1Y | +24.1% | +17.5% | +6.6% | +4.5% |
| 3Y | +53.5% | +76.6% | -23.1% | -15.8% |
| 5Y | +48.2% | +82.0% | -33.9% | -21.7% |
| All | +158.6% | +318.9% | -160.3% | -45.8% |
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