+47.1%
VOC vs SPY
+18.8%
+28.4%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.9% |
| 7D | -2.9% | -0.4% | -2.6% | -3.1% |
| 30D | +3.5% | -1.4% | +4.8% | +3.0% |
| 3M | +24.8% | +3.7% | +21.1% | +26.5% |
| 6M | +3.4% | +13.0% | -9.6% | +11.5% |
| YTD | +40.9% | +12.4% | +28.5% | +52.1% |
| 1Y | +47.1% | +18.5% | +28.6% | +67.4% |
| All | +47.1% | +18.8% | +28.4% | +67.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling