-39.1%
JOBY vs SBAC
-34.4%
-4.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -1.0% | +0.4% |
| 7D | -5.2% | -2.1% | -3.1% | -4.4% |
| 30D | -19.7% | +2.0% | -21.7% | -20.4% |
| 3M | -31.7% | -8.3% | -23.4% | -29.9% |
| 6M | -37.5% | +0.3% | -37.9% | -39.3% |
| YTD | -51.6% | -2.2% | -49.4% | -52.8% |
| 1Y | -53.3% | -4.6% | -48.7% | -53.8% |
| 3Y | -12.2% | -8.3% | -3.9% | -15.1% |
| 5Y | -31.3% | -42.8% | +11.5% | -15.4% |
| All | -39.1% | -34.4% | -4.8% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling