-12.2%
JOBY vs SPXL
+221.9%
-234.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.2% | -0.5% |
| 7D | -5.2% | -2.5% | -2.7% | -3.4% |
| 30D | -19.7% | -4.2% | -15.5% | -17.1% |
| 3M | -31.7% | +8.1% | -39.8% | -35.3% |
| 6M | -37.5% | +35.6% | -73.1% | -48.9% |
| YTD | -51.6% | +28.8% | -80.4% | -58.9% |
| 1Y | -53.3% | +39.8% | -93.1% | -62.1% |
| 3Y | -12.2% | +221.4% | -233.6% | -64.9% |
| All | -12.2% | +221.9% | -234.2% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 SPXL 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