+116.0%
JIVE vs SPY
+76.2%
+39.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.2% |
| 7D | +0.2% | -0.4% | +0.5% | +0.4% |
| 30D | +2.1% | -1.4% | +3.4% | +3.0% |
| 3M | +8.3% | +3.7% | +4.6% | +5.6% |
| 6M | +15.0% | +13.0% | +2.0% | +6.1% |
| YTD | +23.0% | +12.4% | +10.6% | +13.9% |
| 1Y | +37.1% | +18.5% | +18.6% | +22.8% |
| All | +116.0% | +76.2% | +39.8% | +46.0% |
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 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