+487.0%
VIOV vs SPY
+799.6%
-312.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.3% |
| YTD | +18.3% | +11.5% | +6.8% | +5.4% |
| 1Y | +22.8% | +13.5% | +9.4% | +7.5% |
| 3Y | +63.3% | +77.7% | -14.4% | -9.8% |
| 5Y | +32.4% | +72.6% | -40.2% | -24.9% |
| 10Y | +142.2% | +308.2% | -166.0% | -41.8% |
| All | +487.0% | +799.6% | -312.6% | -32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling