-48.5%
JOBY vs SCHG
+16.6%
-65.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | +0.2% |
| 7D | -3.4% | -0.7% | -2.7% | -1.8% |
| 30D | -13.6% | +0.2% | -13.8% | -13.9% |
| 3M | -39.5% | +2.2% | -41.7% | -41.5% |
| 6M | -31.9% | +15.0% | -46.9% | -47.6% |
| YTD | -48.9% | +9.2% | -58.1% | -55.5% |
| 1Y | -48.5% | +15.7% | -64.3% | -57.4% |
| All | -48.5% | +16.6% | -65.2% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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