-28.0%
JOBY vs SCHG
+84.3%
-112.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | 0.0% |
| 7D | -5.2% | -1.0% | -4.2% | -3.7% |
| 30D | -19.7% | -1.3% | -18.5% | -18.1% |
| 3M | -31.7% | +5.4% | -37.2% | -36.3% |
| 6M | -37.5% | +14.4% | -52.0% | -47.3% |
| YTD | -51.6% | +8.0% | -59.6% | -55.4% |
| 1Y | -53.3% | +12.7% | -66.0% | -58.9% |
| 3Y | -12.2% | +85.6% | -97.8% | -61.1% |
| All | -28.0% | +84.3% | -112.4% | -66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling