-12.2%
JOBY vs SFM
+82.1%
-94.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.1% |
| 7D | -5.2% | -10.6% | +5.4% | -3.0% |
| 30D | -19.7% | -15.5% | -4.3% | -17.1% |
| 3M | -31.7% | -17.4% | -14.3% | -29.4% |
| 6M | -37.5% | -3.4% | -34.1% | -38.4% |
| YTD | -51.6% | -8.7% | -42.9% | -51.7% |
| 1Y | -53.3% | -47.2% | -6.1% | -44.5% |
| 3Y | -12.2% | +82.7% | -94.9% | -45.8% |
| All | -12.2% | +82.1% | -94.3% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 3y: compounded portfolio wealth divided by compounded SFM 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…
3y analysis · Full analysis span regression · 6 months rolling