-65.8%
JOBY vs SITM
+47.5%
-113.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -9.4% | +13.5% | +6.1% |
| 7D | -0.6% | -19.5% | +18.9% | +3.8% |
| 30D | -12.6% | -43.2% | +30.6% | -2.0% |
| 3M | -36.6% | -30.8% | -5.8% | -32.7% |
| 6M | -43.0% | -28.6% | -14.4% | -39.2% |
| YTD | -61.7% | +14.2% | -75.9% | -61.6% |
| 1Y | -65.8% | +44.4% | -110.2% | -66.5% |
| All | -65.8% | +47.5% | -113.3% | -66.5% |
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