+183.7%
JVAL vs SPY
+227.4%
-43.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.4% |
| 7D | -3.1% | -2.7% | -0.4% | -0.6% |
| 30D | -2.9% | -5.4% | +2.5% | +2.2% |
| 3M | -3.5% | -4.1% | +0.6% | +0.3% |
| 6M | +4.0% | +0.7% | +3.3% | +3.3% |
| YTD | +17.4% | +8.7% | +8.8% | +8.8% |
| 1Y | +22.2% | +10.9% | +11.3% | +11.1% |
| 3Y | +75.5% | +75.0% | +0.5% | +5.0% |
| 5Y | +67.5% | +67.8% | -0.3% | +3.8% |
| All | +183.7% | +227.4% | -43.7% | +6.5% |
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