+292.8%
VOC vs SPY
+312.5%
-19.7%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.5% |
| 7D | -2.9% | -0.4% | -2.6% | -2.7% |
| 30D | +3.5% | -1.4% | +4.8% | +4.4% |
| 3M | +24.8% | +3.7% | +21.1% | +21.4% |
| 6M | +3.4% | +13.0% | -9.6% | -5.7% |
| YTD | +40.9% | +12.4% | +28.5% | +28.8% |
| 1Y | +47.1% | +18.5% | +28.6% | +29.1% |
| 3Y | -42.0% | +77.6% | -119.6% | -62.8% |
| 5Y | +57.7% | +81.7% | -24.0% | -2.5% |
| 10Y | +292.8% | +319.7% | -26.9% | +17.7% |
| All | +292.8% | +312.5% | -19.7% | +17.7% |
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