-7.0%
JOBY vs SNAP
-53.6%
+46.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.8% | -5.6% | -5.1% |
| 7D | -14.3% | +6.0% | -20.4% | -16.2% |
| 30D | +10.2% | -13.8% | +24.0% | +15.0% |
| 3M | -38.5% | -0.8% | -37.7% | -40.0% |
| 6M | -54.1% | -6.2% | -47.8% | -54.5% |
| YTD | -61.5% | -34.8% | -26.7% | -56.5% |
| 1Y | -65.7% | -38.7% | -27.0% | -60.4% |
| 3Y | -7.0% | -53.5% | +46.5% | -1.5% |
| All | -7.0% | -53.6% | +46.6% | -1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling