+295.1%
VOYA vs SPY
+318.9%
-23.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +1.2% |
| 7D | -2.1% | -2.0% | -0.1% | +0.1% |
| 30D | +5.0% | -1.7% | +6.7% | +7.0% |
| 3M | +15.7% | +4.7% | +11.0% | +9.7% |
| 6M | +54.2% | +12.5% | +41.7% | +34.4% |
| YTD | +40.2% | +11.7% | +28.5% | +23.5% |
| 1Y | +38.9% | +17.5% | +21.4% | +15.3% |
| 3Y | +62.8% | +76.6% | -13.8% | -14.1% |
| 5Y | +78.3% | +82.0% | -3.7% | -9.4% |
| All | +295.1% | +318.9% | -23.7% | -32.4% |
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 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