-53.3%
JOBY vs SPG
+19.1%
-72.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -5.2% | -1.2% | -4.0% | -5.6% |
| 30D | -19.7% | -6.1% | -13.6% | -21.8% |
| 3M | -31.7% | -3.6% | -28.1% | -33.2% |
| 6M | -37.5% | +10.4% | -48.0% | -37.4% |
| YTD | -51.6% | +14.4% | -66.0% | -48.9% |
| 1Y | -53.3% | +16.5% | -69.8% | -49.0% |
| All | -53.3% | +19.1% | -72.4% | -49.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling