-32.2%
JOBY vs SNAP
-92.7%
+60.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.0% | -5.7% | -2.9% |
| 7D | -8.2% | -3.2% | -5.0% | -7.3% |
| 30D | -25.1% | +0.2% | -25.2% | -25.5% |
| 3M | -28.8% | +2.6% | -31.4% | -30.2% |
| 6M | -36.1% | +12.4% | -48.6% | -39.4% |
| YTD | -52.2% | -31.6% | -20.6% | -47.3% |
| 1Y | -52.4% | -21.7% | -30.7% | -49.8% |
| 3Y | -13.6% | -41.2% | +27.7% | -7.5% |
| 5Y | -32.2% | -92.6% | +60.4% | +3.4% |
| All | -32.2% | -92.7% | +60.5% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling