-34.7%
JOBY vs SW
-2.3%
-32.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.2% |
| 7D | +28.5% | +1.8% | +26.7% | +27.9% |
| 30D | +13.6% | +7.0% | +6.6% | +11.8% |
| 3M | -28.5% | -7.6% | -20.8% | -27.3% |
| 6M | -43.1% | +8.5% | -51.7% | -44.4% |
| YTD | -53.2% | +17.7% | -70.8% | -55.2% |
| 1Y | -58.5% | +27.1% | -85.6% | -60.9% |
| 3Y | +16.6% | +48.2% | -31.6% | +6.8% |
| 5Y | -34.7% | -2.3% | -32.3% | -39.6% |
| All | -34.7% | -2.3% | -32.3% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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