-32.2%
JOBY vs SPY
+79.8%
-111.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -0.5% |
| 7D | -8.2% | -2.0% | -6.2% | -4.5% |
| 30D | -25.1% | -1.7% | -23.4% | -22.5% |
| 3M | -28.8% | +4.7% | -33.5% | -34.1% |
| 6M | -36.1% | +12.5% | -48.6% | -47.3% |
| YTD | -52.2% | +11.7% | -63.9% | -59.8% |
| 1Y | -52.4% | +17.5% | -69.9% | -62.9% |
| 3Y | -13.6% | +76.6% | -90.1% | -66.3% |
| 5Y | -32.2% | +82.0% | -114.2% | -72.2% |
| All | -32.2% | +79.8% | -111.9% | -72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling