-34.9%
JOBY vs SPG
+283.5%
-318.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +0.7% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | -20.8% | -4.9% | -15.9% | -18.3% |
| 3M | -29.5% | +3.3% | -32.8% | -32.0% |
| 6M | -28.4% | +11.2% | -39.6% | -34.6% |
| YTD | -48.2% | +17.1% | -65.2% | -54.7% |
| 1Y | -49.1% | +21.6% | -70.7% | -56.9% |
| 3Y | -6.3% | +111.9% | -118.2% | -45.0% |
| 5Y | -27.2% | +106.9% | -134.2% | -57.5% |
| All | -34.9% | +283.5% | -318.3% | -63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling