-34.9%
JOBY vs SGI
+198.0%
-232.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | +2.2% | +9.3% | -7.0% | -2.5% |
| 30D | -20.8% | +6.9% | -27.7% | -23.7% |
| 3M | -29.5% | +2.8% | -32.3% | -31.2% |
| 6M | -28.4% | -12.6% | -15.8% | -24.1% |
| YTD | -48.2% | -21.5% | -26.7% | -42.4% |
| 1Y | -49.1% | -18.8% | -30.3% | -44.9% |
| 3Y | -6.3% | +60.8% | -67.1% | -28.9% |
| 5Y | -27.2% | +60.0% | -87.2% | -50.8% |
| All | -34.9% | +198.0% | -232.9% | -59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling