-13.3%
JOBY vs SPG
+106.6%
-120.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | -8.2% | -2.2% | -6.0% | -6.7% |
| 30D | -25.1% | -5.8% | -19.3% | -22.0% |
| 3M | -28.8% | -2.8% | -26.0% | -28.6% |
| 6M | -36.1% | +8.9% | -45.0% | -41.9% |
| YTD | -52.2% | +14.3% | -66.5% | -58.7% |
| 1Y | -52.4% | +19.5% | -71.9% | -60.9% |
| All | -13.3% | +106.6% | -120.0% | -60.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling