-13.3%
JOBY vs SGI
+50.3%
-63.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | +0.2% |
| 7D | -8.2% | -4.9% | -3.2% | -5.3% |
| 30D | -25.1% | +1.6% | -26.7% | -25.9% |
| 3M | -28.8% | -3.2% | -25.6% | -28.2% |
| 6M | -36.1% | -16.0% | -20.1% | -29.9% |
| YTD | -52.2% | -25.4% | -26.8% | -44.2% |
| 1Y | -52.4% | -21.6% | -30.8% | -46.8% |
| All | -13.3% | +50.3% | -63.6% | -35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling