+61.6%
VOYA vs SPY
+75.5%
-13.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +1.1% |
| 7D | -2.1% | -2.0% | -0.1% | -0.1% |
| 30D | +5.0% | -1.7% | +6.7% | +6.8% |
| 3M | +15.7% | +4.7% | +11.0% | +10.1% |
| 6M | +54.2% | +12.5% | +41.7% | +35.3% |
| YTD | +40.2% | +11.7% | +28.5% | +24.3% |
| 1Y | +38.9% | +17.5% | +21.4% | +16.3% |
| All | +61.6% | +75.5% | -13.9% | -6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling