-51.6%
JOBY vs SIMO
+399.6%
-451.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.6% | +0.7% | -3.5% |
| 7D | -14.3% | +4.1% | -18.4% | -15.2% |
| 30D | +10.2% | -24.0% | +34.2% | +16.0% |
| 3M | -38.5% | -31.8% | -6.7% | -34.4% |
| 6M | -54.1% | -36.9% | -17.2% | -50.9% |
| YTD | -61.5% | +84.8% | -146.3% | -70.7% |
| 1Y | -65.7% | +99.0% | -164.6% | -74.5% |
| 3Y | -7.0% | +217.9% | -224.9% | -40.9% |
| 5Y | -44.2% | +171.5% | -215.6% | -64.3% |
| All | -51.6% | +399.6% | -451.2% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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