-34.9%
JOBY vs SBAC
-33.2%
-1.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +2.2% | -0.1% | +2.3% | +2.2% |
| 30D | -20.8% | +3.2% | -24.1% | -21.9% |
| 3M | -29.5% | -5.1% | -24.4% | -28.7% |
| 6M | -28.4% | -2.1% | -26.3% | -29.5% |
| YTD | -48.2% | -0.5% | -47.7% | -49.8% |
| 1Y | -49.1% | +1.1% | -50.2% | -51.0% |
| 3Y | -6.3% | -7.4% | +1.1% | -9.6% |
| 5Y | -27.2% | -44.3% | +17.1% | -10.4% |
| All | -34.9% | -33.2% | -1.6% | -26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling