-39.1%
JOBY vs SPY
+127.1%
-166.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | -0.4% |
| 7D | -5.2% | -0.8% | -4.4% | -3.8% |
| 30D | -19.7% | -1.1% | -18.7% | -17.9% |
| 3M | -31.7% | +3.9% | -35.6% | -35.8% |
| 6M | -37.5% | +13.6% | -51.1% | -49.2% |
| YTD | -51.6% | +12.7% | -64.3% | -59.7% |
| 1Y | -53.3% | +17.5% | -70.8% | -63.4% |
| 3Y | -12.2% | +76.9% | -89.1% | -65.0% |
| 5Y | -31.3% | +83.6% | -114.9% | -72.3% |
| All | -39.1% | +127.1% | -166.3% | -80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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