+118.9%
JIVE vs SPY
+78.0%
+40.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.5% |
| 7D | +2.2% | +0.1% | +2.1% | +2.1% |
| 30D | +3.5% | +0.1% | +3.5% | +3.5% |
| 3M | +7.2% | +2.0% | +5.2% | +5.8% |
| 6M | +14.1% | +13.0% | +1.1% | +5.2% |
| YTD | +24.7% | +13.5% | +11.1% | +14.6% |
| 1Y | +40.6% | +20.0% | +20.6% | +24.9% |
| All | +118.9% | +78.0% | +40.9% | +46.9% |
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