-12.2%
JOBY vs SPYG
+98.4%
-110.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | 0.0% |
| 7D | -5.2% | -0.9% | -4.3% | -3.8% |
| 30D | -19.7% | -1.5% | -18.2% | -17.6% |
| 3M | -31.7% | +3.7% | -35.5% | -34.9% |
| 6M | -37.5% | +16.4% | -54.0% | -48.7% |
| YTD | -51.6% | +13.3% | -64.9% | -58.4% |
| 1Y | -53.3% | +17.9% | -71.2% | -61.5% |
| 3Y | -12.2% | +98.3% | -110.6% | -68.7% |
| All | -12.2% | +98.4% | -110.6% | -68.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling