-48.5%
JOBY vs SGI
-17.2%
-31.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.1% |
| 7D | -3.4% | +8.5% | -12.0% | -6.6% |
| 30D | -13.6% | +0.7% | -14.3% | -14.1% |
| 3M | -39.5% | +0.6% | -40.1% | -39.9% |
| 6M | -31.9% | -17.9% | -13.9% | -28.5% |
| YTD | -48.9% | -21.2% | -27.8% | -46.1% |
| 1Y | -48.5% | -18.9% | -29.7% | -39.6% |
| All | -48.5% | -17.2% | -31.4% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling