-39.9%
JOBY vs SIMO
+679.6%
-719.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.8% | -0.6% |
| 7D | -8.2% | +12.5% | -20.7% | -11.1% |
| 30D | -25.1% | +18.4% | -43.5% | -28.9% |
| 3M | -28.8% | +5.6% | -34.4% | -31.4% |
| 6M | -36.1% | +116.9% | -153.1% | -50.5% |
| YTD | -52.2% | +188.4% | -240.6% | -66.7% |
| 1Y | -52.4% | +221.3% | -273.7% | -67.8% |
| 3Y | -13.6% | +438.6% | -452.1% | -50.6% |
| 5Y | -32.2% | +287.9% | -320.1% | -59.6% |
| All | -39.9% | +679.6% | -719.5% | -67.5% |
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