-39.1%
JOBY vs SPXS
-93.3%
+54.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | -0.3% |
| 7D | -5.2% | +2.5% | -7.7% | -3.6% |
| 30D | -19.7% | +4.2% | -23.9% | -17.2% |
| 3M | -31.7% | -9.3% | -22.4% | -34.3% |
| 6M | -37.5% | -30.7% | -6.8% | -46.9% |
| YTD | -51.6% | -28.1% | -23.5% | -57.2% |
| 1Y | -53.3% | -35.1% | -18.2% | -60.0% |
| 3Y | -12.2% | -79.6% | +67.4% | -52.4% |
| 5Y | -31.3% | -86.3% | +55.0% | -58.5% |
| All | -39.1% | -93.3% | +54.1% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling