-37.3%
VOYG vs SPY
+28.6%
-65.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.9% | +6.1% |
| 7D | +7.4% | +0.5% | +6.9% | +5.2% |
| 30D | -15.4% | -0.9% | -14.4% | -13.0% |
| 3M | -16.5% | +3.9% | -20.4% | -25.5% |
| 6M | +32.5% | +14.5% | +18.0% | -8.4% |
| YTD | +35.5% | +12.9% | +22.5% | -1.8% |
| 1Y | +20.4% | +19.4% | +1.0% | -20.7% |
| All | -37.3% | +28.6% | -65.9% | -62.7% |
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