-35.8%
JOBY vs SW
+31.1%
-66.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.1% |
| 7D | -3.4% | -5.1% | +1.7% | -2.5% |
| 30D | -13.6% | -4.6% | -9.0% | -12.9% |
| 3M | -39.5% | +9.4% | -48.9% | -40.7% |
| 6M | -31.9% | +3.5% | -35.4% | -32.7% |
| YTD | -48.9% | +22.0% | -71.0% | -51.0% |
| 1Y | -48.5% | +2.2% | -50.8% | -49.5% |
| 3Y | -8.0% | +19.6% | -27.6% | -12.8% |
| 5Y | -33.7% | -2.3% | -31.3% | -38.0% |
| All | -35.8% | +31.1% | -66.9% | -40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling