-48.5%
JOBY vs SITM
+174.8%
-223.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.5% | -8.4% | -3.5% |
| 7D | -3.4% | +9.7% | -13.2% | -5.8% |
| 30D | -13.6% | +12.7% | -26.3% | -17.2% |
| 3M | -39.5% | -13.4% | -26.1% | -38.7% |
| 6M | -31.9% | +59.6% | -91.5% | -40.4% |
| YTD | -48.9% | +73.3% | -122.2% | -56.8% |
| 1Y | -48.5% | +165.5% | -214.1% | -64.2% |
| All | -48.5% | +174.8% | -223.3% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling