-39.1%
JOBY vs STT
+242.4%
-281.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.5% |
| 7D | -5.2% | -0.4% | -4.8% | -4.9% |
| 30D | -19.7% | +1.7% | -21.5% | -20.9% |
| 3M | -31.7% | +17.9% | -49.6% | -39.6% |
| 6M | -37.5% | +55.3% | -92.8% | -54.4% |
| YTD | -51.6% | +52.7% | -104.2% | -64.3% |
| 1Y | -53.3% | +75.7% | -128.9% | -68.5% |
| 3Y | -12.2% | +197.9% | -210.1% | -57.5% |
| 5Y | -31.3% | +158.8% | -190.1% | -63.8% |
| All | -39.1% | +242.4% | -281.5% | -68.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling