-32.2%
JOBY vs SAN
+379.7%
-411.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.5% |
| 7D | -8.2% | -2.8% | -5.4% | -6.6% |
| 30D | -25.1% | -0.5% | -24.5% | -24.9% |
| 3M | -28.8% | +22.7% | -51.5% | -36.6% |
| 6M | -36.1% | +28.8% | -64.9% | -44.5% |
| YTD | -52.2% | +26.3% | -78.5% | -58.4% |
| 1Y | -52.4% | +48.8% | -101.3% | -62.3% |
| 3Y | -13.6% | +347.2% | -360.8% | -64.1% |
| 5Y | -32.2% | +383.8% | -415.9% | -72.8% |
| All | -32.2% | +379.7% | -411.9% | -72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling