-29.5%
JOBY vs SN
+453.9%
-483.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | -0.2% |
| 7D | -8.2% | -7.2% | -0.9% | -5.5% |
| 30D | -25.1% | -13.4% | -11.7% | -21.0% |
| 3M | -28.8% | +26.8% | -55.6% | -35.4% |
| 6M | -36.1% | +44.6% | -80.7% | -45.4% |
| YTD | -52.2% | +45.3% | -97.5% | -59.4% |
| 1Y | -52.4% | +40.1% | -92.5% | -59.3% |
| 3Y | -13.6% | +375.3% | -388.8% | -43.7% |
| All | -29.5% | +453.9% | -483.4% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 5y: compounded portfolio wealth divided by compounded SN 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…
5y analysis · Full analysis span regression · 6 months rolling