-34.9%
JOBY vs STT
+239.7%
-274.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +2.3% |
| 7D | +2.2% | +2.2% | +0.1% | +0.7% |
| 30D | -20.8% | +3.9% | -24.7% | -23.2% |
| 3M | -29.5% | +19.2% | -48.7% | -38.1% |
| 6M | -28.4% | +60.4% | -88.8% | -48.8% |
| YTD | -48.2% | +51.5% | -99.6% | -61.6% |
| 1Y | -49.1% | +76.3% | -125.4% | -65.8% |
| 3Y | -6.3% | +200.7% | -207.0% | -54.8% |
| 5Y | -27.2% | +157.5% | -184.7% | -61.5% |
| All | -34.9% | +239.7% | -274.5% | -66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling