-39.1%
JOBY vs SM
+1,918.4%
-1,957.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -5.2% | +4.6% | -9.7% | -5.9% |
| 30D | -19.7% | +18.2% | -37.9% | -22.1% |
| 3M | -31.7% | +22.5% | -54.3% | -34.8% |
| 6M | -37.5% | +50.6% | -88.1% | -43.8% |
| YTD | -51.6% | +108.1% | -159.7% | -59.5% |
| 1Y | -53.3% | +46.0% | -99.3% | -58.2% |
| 3Y | -12.2% | +2.9% | -15.1% | -18.1% |
| 5Y | -31.3% | +112.6% | -143.9% | -42.6% |
| All | -39.1% | +1,918.4% | -1,957.5% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling