+457.8%
VOYA vs SPY
+502.3%
-44.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.2% |
| 7D | -0.3% | -0.4% | +0.1% | +0.2% |
| 30D | +2.4% | -1.4% | +3.7% | +4.0% |
| 3M | +16.0% | +3.7% | +12.3% | +11.0% |
| 6M | +51.6% | +13.0% | +38.6% | +31.1% |
| YTD | +39.5% | +12.4% | +27.1% | +21.7% |
| 1Y | +38.5% | +18.5% | +20.0% | +13.4% |
| 3Y | +61.9% | +77.6% | -15.7% | -16.4% |
| 5Y | +75.5% | +81.7% | -6.2% | -12.1% |
| 10Y | +296.8% | +319.7% | -22.9% | -29.1% |
| All | +457.8% | +502.3% | -44.5% | -37.2% |
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