-24.9%
JVA vs SPY
+79.8%
-104.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.5% |
| 7D | -1.2% | -2.0% | +0.8% | +0.6% |
| 30D | -1.4% | -1.7% | +0.2% | 0.0% |
| 3M | -19.7% | +4.7% | -24.4% | -23.4% |
| 6M | +8.5% | +12.5% | -4.0% | -3.0% |
| YTD | -9.2% | +11.7% | -21.0% | -18.5% |
| 1Y | -14.9% | +17.5% | -32.4% | -26.7% |
| 3Y | +186.3% | +76.6% | +109.7% | +94.8% |
| 5Y | -24.9% | +82.0% | -107.0% | -49.7% |
| All | -24.9% | +79.8% | -104.7% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling