-12.2%
JOBY vs SITM
+452.7%
-464.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.5% | -4.3% | -0.6% |
| 7D | -5.2% | +3.9% | -9.0% | -6.5% |
| 30D | -19.7% | -6.6% | -13.1% | -18.4% |
| 3M | -31.7% | -11.9% | -19.9% | -30.5% |
| 6M | -37.5% | +81.1% | -118.7% | -52.2% |
| YTD | -51.6% | +80.0% | -131.6% | -64.1% |
| 1Y | -53.3% | +145.8% | -199.1% | -70.1% |
| 3Y | -12.2% | +475.9% | -488.1% | -66.9% |
| All | -12.2% | +452.7% | -464.9% | -66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling