-48.5%
JOBY vs SAN
+58.9%
-107.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.3% |
| 7D | -3.4% | +1.8% | -5.2% | -4.6% |
| 30D | -13.6% | +2.0% | -15.6% | -14.9% |
| 3M | -39.5% | +19.7% | -59.2% | -46.2% |
| 6M | -31.9% | +30.6% | -62.5% | -42.3% |
| YTD | -48.9% | +28.8% | -77.8% | -58.1% |
| 1Y | -48.5% | +57.8% | -106.3% | -61.8% |
| All | -48.5% | +58.9% | -107.5% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling