-39.1%
JOBY vs SGI
+186.0%
-225.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.8% |
| 7D | -5.2% | -4.5% | -0.7% | -2.9% |
| 30D | -19.7% | +4.2% | -23.9% | -21.5% |
| 3M | -31.7% | -7.4% | -24.3% | -29.5% |
| 6M | -37.5% | -15.1% | -22.5% | -32.8% |
| YTD | -51.6% | -24.7% | -26.9% | -45.0% |
| 1Y | -53.3% | -21.8% | -31.5% | -48.5% |
| 3Y | -12.2% | +50.0% | -62.3% | -31.0% |
| 5Y | -31.3% | +48.9% | -80.2% | -52.2% |
| All | -39.1% | +186.0% | -225.2% | -61.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling