+1,099.0%
VOOG vs SPY
+811.1%
+287.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | +0.1% |
| 7D | +1.2% | +0.5% | +0.6% | +0.6% |
| 30D | -1.6% | -0.9% | -0.6% | -0.5% |
| 3M | +3.3% | +3.9% | -0.6% | -0.6% |
| 6M | +18.8% | +14.5% | +4.3% | +3.2% |
| YTD | +13.8% | +12.9% | +0.8% | +0.3% |
| 1Y | +20.4% | +19.4% | +1.1% | +0.3% |
| 3Y | +100.3% | +78.5% | +21.8% | +10.2% |
| 5Y | +84.1% | +81.8% | +2.4% | +0.6% |
| 10Y | +408.8% | +311.5% | +97.3% | +25.4% |
| All | +1,099.0% | +811.1% | +287.8% | +40.6% |
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