-48.5%
JOBY vs SPYG
+22.6%
-71.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.6% |
| 7D | -3.4% | +0.4% | -3.8% | -4.2% |
| 30D | -13.6% | -0.4% | -13.1% | -12.6% |
| 3M | -39.5% | +0.5% | -40.0% | -39.0% |
| 6M | -31.9% | +17.5% | -49.3% | -48.4% |
| YTD | -48.9% | +14.3% | -63.3% | -59.0% |
| 1Y | -48.5% | +21.7% | -70.3% | -59.0% |
| All | -48.5% | +22.6% | -71.2% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling