-39.1%
JOBY vs SRE
+52.3%
-91.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.6% |
| 7D | -5.2% | -0.8% | -4.4% | -4.8% |
| 30D | -19.7% | -3.0% | -16.7% | -18.8% |
| 3M | -31.7% | -8.3% | -23.4% | -29.4% |
| 6M | -37.5% | -8.9% | -28.6% | -35.7% |
| YTD | -51.6% | -4.3% | -47.3% | -51.6% |
| 1Y | -53.3% | +2.7% | -56.0% | -54.9% |
| 3Y | -12.2% | +28.7% | -40.9% | -26.3% |
| 5Y | -31.3% | +47.1% | -78.4% | -41.5% |
| All | -39.1% | +52.3% | -91.4% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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