-38.9%
JOBY vs SMTC
+147.9%
-186.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.8% | -7.0% | -6.4% |
| 7D | -5.9% | +22.5% | -28.3% | -12.5% |
| 30D | -27.1% | +24.9% | -52.0% | -33.7% |
| 3M | -30.7% | +4.1% | -34.8% | -33.7% |
| 6M | -36.1% | +92.6% | -128.6% | -51.2% |
| YTD | -51.4% | +122.5% | -173.8% | -64.9% |
| 1Y | -52.2% | +166.2% | -218.4% | -67.7% |
| 3Y | -12.1% | +577.2% | -589.2% | -64.8% |
| 5Y | -31.1% | +119.0% | -150.1% | -54.4% |
| All | -38.9% | +147.9% | -186.8% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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