-53.3%
JOBY vs SITM
+155.7%
-209.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.5% | -4.3% | -0.1% |
| 7D | -5.2% | +3.9% | -9.0% | -6.1% |
| 30D | -19.7% | -6.6% | -13.1% | -18.8% |
| 3M | -31.7% | -11.9% | -19.9% | -31.3% |
| 6M | -37.5% | +81.1% | -118.7% | -46.5% |
| YTD | -51.6% | +80.0% | -131.6% | -59.4% |
| 1Y | -53.3% | +145.8% | -199.1% | -65.8% |
| All | -53.3% | +155.7% | -209.0% | -65.8% |
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