-28.7%
JVA vs SPY
+322.5%
-351.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +0.9% | +11.7% | +12.0% |
| 7D | +11.2% | -0.8% | +12.0% | +11.8% |
| 30D | +9.0% | -1.1% | +10.1% | +9.8% |
| 3M | -8.1% | +3.9% | -12.0% | -10.4% |
| 6M | +23.3% | +13.6% | +9.7% | +14.0% |
| YTD | +2.1% | +12.7% | -10.5% | -5.2% |
| 1Y | -5.6% | +17.5% | -23.2% | -14.3% |
| 3Y | +219.6% | +76.9% | +142.7% | +144.5% |
| 5Y | -15.5% | +83.6% | -99.1% | -36.7% |
| All | -28.7% | +322.5% | -351.1% | -58.3% |
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