-34.9%
JOBY vs SM
+1,900.4%
-1,935.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.6% | -2.1% | +0.9% |
| 7D | +2.2% | -0.2% | +2.4% | +2.3% |
| 30D | -20.8% | +31.5% | -52.4% | -24.6% |
| 3M | -29.5% | +17.3% | -46.8% | -32.2% |
| 6M | -28.4% | +48.5% | -76.9% | -35.4% |
| YTD | -48.2% | +106.3% | -154.4% | -56.6% |
| 1Y | -49.1% | +47.3% | -96.4% | -54.5% |
| 3Y | -6.3% | -1.4% | -4.9% | -11.9% |
| 5Y | -27.2% | +114.0% | -141.3% | -39.2% |
| All | -34.9% | +1,900.4% | -1,935.2% | -49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling