-22.7%
JVA vs SPY
+869.6%
-892.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.1% |
| 7D | -0.6% | -0.4% | -0.2% | -0.4% |
| 30D | -1.4% | -1.4% | -0.1% | -0.6% |
| 3M | -19.9% | +3.7% | -23.6% | -21.9% |
| 6M | +8.9% | +13.0% | -4.1% | +0.6% |
| YTD | -9.2% | +12.4% | -21.6% | -15.9% |
| 1Y | -13.7% | +18.5% | -32.2% | -22.3% |
| 3Y | +186.3% | +77.6% | +108.7% | +110.0% |
| 5Y | -25.9% | +81.7% | -107.6% | -46.9% |
| 10Y | -35.5% | +319.7% | -355.1% | -72.2% |
| All | -22.7% | +869.6% | -892.3% | -83.7% |
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 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