-39.1%
JOBY vs SSNC
+33.4%
-72.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | -0.2% |
| 7D | -5.2% | -4.0% | -1.2% | -1.9% |
| 30D | -19.7% | +0.5% | -20.2% | -20.2% |
| 3M | -31.7% | +18.9% | -50.7% | -43.1% |
| 6M | -37.5% | +10.8% | -48.4% | -44.7% |
| YTD | -51.6% | -7.1% | -44.4% | -49.4% |
| 1Y | -53.3% | -9.6% | -43.7% | -49.9% |
| 3Y | -12.2% | +51.1% | -63.3% | -42.6% |
| 5Y | -31.3% | +19.7% | -50.9% | -44.0% |
| All | -39.1% | +33.4% | -72.6% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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