-34.9%
JOBY vs SFM
+270.4%
-305.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.5% | +8.0% | +2.6% |
| 7D | +2.2% | -5.8% | +8.1% | +3.2% |
| 30D | -20.8% | -11.4% | -9.5% | -19.4% |
| 3M | -29.5% | -12.2% | -17.3% | -28.3% |
| 6M | -28.4% | -5.2% | -23.2% | -28.7% |
| YTD | -48.2% | -4.5% | -43.7% | -48.6% |
| 1Y | -49.1% | -45.4% | -3.7% | -43.8% |
| 3Y | -6.3% | +91.1% | -97.4% | -15.2% |
| 5Y | -27.2% | +226.8% | -254.0% | -37.3% |
| All | -34.9% | +270.4% | -305.2% | -41.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling