+38.2%
VOYA vs SPY
+18.1%
+20.1%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | +0.1% |
| 7D | -0.7% | -0.8% | +0.1% | -0.1% |
| 30D | +4.4% | -1.1% | +5.5% | +5.2% |
| 3M | +14.3% | +3.9% | +10.4% | +11.1% |
| 6M | +57.6% | +13.6% | +44.0% | +40.1% |
| YTD | +41.2% | +12.7% | +28.6% | +27.1% |
| 1Y | +38.2% | +17.5% | +20.7% | +21.0% |
| All | +38.2% | +18.1% | +20.1% | +21.0% |
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