-45.9%
JOBY vs STT
+104.1%
-150.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.7% | -4.8% |
| 7D | -14.3% | +4.8% | -19.1% | -17.4% |
| 30D | +10.2% | +3.9% | +6.3% | +6.6% |
| 3M | -38.5% | -8.2% | -30.3% | -34.5% |
| 6M | -54.1% | +15.6% | -69.7% | -59.5% |
| YTD | -61.5% | +37.6% | -99.2% | -70.5% |
| 1Y | -65.7% | +50.1% | -115.8% | -75.4% |
| 3Y | -7.0% | +183.1% | -190.0% | -58.0% |
| All | -45.9% | +104.1% | -150.0% | -67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling