+281.7%
VOC vs SPY
+307.0%
-25.3%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.3% |
| 7D | +5.4% | +2.6% | +2.8% | +3.5% |
| 30D | -2.9% | -2.0% | -1.0% | -1.8% |
| 3M | +0.6% | -2.8% | +3.4% | +2.3% |
| 6M | +17.8% | +2.1% | +15.6% | +15.6% |
| YTD | +41.4% | +11.5% | +29.9% | +29.7% |
| 1Y | +29.8% | +13.5% | +16.4% | +17.6% |
| 3Y | -40.2% | +77.7% | -117.9% | -61.6% |
| 5Y | +28.8% | +72.6% | -43.8% | -16.7% |
| All | +281.7% | +307.0% | -25.3% | +29.1% |
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 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