-38.9%
JOBY vs SWKS
-41.0%
+2.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.5% | -7.7% | -7.0% |
| 7D | -5.9% | +6.8% | -12.7% | -9.4% |
| 30D | -27.1% | +11.3% | -38.4% | -31.6% |
| 3M | -30.7% | +4.1% | -34.8% | -32.6% |
| 6M | -36.1% | +39.7% | -75.7% | -48.7% |
| YTD | -51.4% | +23.2% | -74.6% | -58.5% |
| 1Y | -52.2% | +5.3% | -57.4% | -55.5% |
| 3Y | -12.1% | -15.1% | +3.1% | -13.0% |
| 5Y | -31.1% | -50.3% | +19.2% | -12.5% |
| All | -38.9% | -41.0% | +2.2% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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