-12.2%
JOBY vs SPMO
+155.8%
-168.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +0.5% |
| 7D | -5.2% | -0.9% | -4.3% | -3.9% |
| 30D | -19.7% | -1.9% | -17.8% | -17.6% |
| 3M | -31.7% | -1.4% | -30.4% | -31.1% |
| 6M | -37.5% | +25.5% | -63.0% | -54.4% |
| YTD | -51.6% | +24.8% | -76.4% | -64.3% |
| 1Y | -53.3% | +24.5% | -77.8% | -64.9% |
| 3Y | -12.2% | +157.1% | -169.4% | -75.9% |
| All | -12.2% | +155.8% | -168.0% | -75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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