-38.9%
JOBY vs STT
+239.7%
-278.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | 0.0% | -6.1% | -6.1% |
| 7D | -5.9% | +1.0% | -6.8% | -6.5% |
| 30D | -27.1% | +2.8% | -29.9% | -28.8% |
| 3M | -30.7% | +18.1% | -48.9% | -38.8% |
| 6M | -36.1% | +59.2% | -95.3% | -54.1% |
| YTD | -51.4% | +51.5% | -102.8% | -63.9% |
| 1Y | -52.2% | +75.7% | -127.8% | -67.8% |
| 3Y | -12.1% | +200.8% | -212.8% | -57.6% |
| 5Y | -31.1% | +155.8% | -186.9% | -63.5% |
| All | -38.9% | +239.7% | -278.5% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1990-01-01 to 2026-09-09: compounded portfolio wealth divided by compounded STT 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling