-39.1%
JOBY vs SPG
+274.7%
-313.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | -5.2% | -1.2% | -4.0% | -4.4% |
| 30D | -19.7% | -6.1% | -13.6% | -16.4% |
| 3M | -31.7% | -3.6% | -28.1% | -30.9% |
| 6M | -37.5% | +10.4% | -48.0% | -42.6% |
| YTD | -51.6% | +14.4% | -66.0% | -57.0% |
| 1Y | -53.3% | +16.5% | -69.8% | -59.3% |
| 3Y | -12.2% | +106.8% | -119.0% | -47.7% |
| 5Y | -31.3% | +108.9% | -140.2% | -59.5% |
| All | -39.1% | +274.7% | -313.8% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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