-51.6%
JOBY vs SNAP
-87.8%
+36.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.8% | -5.6% | -5.1% |
| 7D | -14.3% | +6.0% | -20.4% | -15.8% |
| 30D | +10.2% | -13.8% | +24.0% | +14.0% |
| 3M | -38.5% | -0.8% | -37.7% | -39.5% |
| 6M | -54.1% | -6.2% | -47.8% | -54.3% |
| YTD | -61.5% | -34.8% | -26.7% | -57.8% |
| 1Y | -65.7% | -38.7% | -27.0% | -61.7% |
| 3Y | -7.0% | -53.5% | +46.5% | +4.4% |
| 5Y | -44.2% | -90.2% | +46.0% | -23.3% |
| All | -51.6% | -87.8% | +36.2% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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