-41.3%
JOBY vs SIMO
+184.2%
-225.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -2.3% | -6.9% | -8.6% |
| 7D | +0.8% | +14.9% | -14.1% | -2.5% |
| 30D | +7.9% | -27.0% | +34.9% | +14.9% |
| 3M | -32.9% | -25.4% | -7.5% | -30.0% |
| 6M | -49.1% | -30.3% | -18.8% | -46.9% |
| YTD | -59.5% | +95.8% | -155.3% | -70.0% |
| 1Y | -67.2% | +100.0% | -167.3% | -75.9% |
| 3Y | +2.9% | +238.3% | -235.4% | -37.3% |
| 5Y | -41.3% | +187.6% | -228.9% | -64.5% |
| All | -41.3% | +184.2% | -225.5% | -64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling