-39.1%
JOBY vs SCHG
+128.8%
-168.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -36.2% |
| 6M | -37.5% | +14.4% | -52.0% | -47.0% |
| YTD | -51.6% | +8.0% | -59.6% | -55.2% |
| 1Y | -53.3% | +12.7% | -66.0% | -58.7% |
| 3Y | -12.2% | +85.6% | -97.8% | -59.7% |
| 5Y | -31.3% | +85.5% | -116.8% | -67.6% |
| All | -39.1% | +128.8% | -168.0% | -76.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling