-32.2%
JOBY vs SFM
+212.1%
-244.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.5% |
| 7D | -8.2% | -8.8% | +0.6% | -6.7% |
| 30D | -25.1% | -14.5% | -10.6% | -23.2% |
| 3M | -28.8% | -16.8% | -11.9% | -26.8% |
| 6M | -36.1% | -5.3% | -30.8% | -36.5% |
| YTD | -52.2% | -9.4% | -42.8% | -52.2% |
| 1Y | -52.4% | -46.2% | -6.3% | -46.9% |
| 3Y | -13.6% | +81.3% | -94.8% | -22.3% |
| 5Y | -32.2% | +211.9% | -244.0% | -40.1% |
| All | -32.2% | +212.1% | -244.3% | -40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling