-1.5%
VOC vs SPY
+646.8%
-648.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.8% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | +11.5% | +0.1% | +11.5% | +11.5% |
| 3M | +20.6% | +2.0% | +18.6% | +18.7% |
| 6M | +10.2% | +13.0% | -2.8% | +0.2% |
| YTD | +40.9% | +13.5% | +27.4% | +27.7% |
| 1Y | +46.0% | +20.0% | +26.1% | +26.9% |
| 3Y | -41.2% | +77.2% | -118.4% | -62.1% |
| 5Y | +58.5% | +81.9% | -23.4% | -1.9% |
| 10Y | +302.2% | +314.1% | -11.8% | +34.0% |
| All | -1.5% | +646.8% | -648.3% | -79.3% |
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