-43.6%
JOBY vs SWKS
-36.3%
-7.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.1% | -4.1% |
| 7D | +22.1% | -3.1% | +25.2% | +24.0% |
| 30D | +8.8% | +8.3% | +0.5% | +4.3% |
| 3M | -32.8% | +20.2% | -53.0% | -40.9% |
| 6M | -45.5% | +24.9% | -70.5% | -53.2% |
| YTD | -55.2% | +33.2% | -88.3% | -64.2% |
| 1Y | -62.5% | +23.6% | -86.0% | -68.6% |
| 3Y | +14.1% | +1.3% | +12.8% | -1.6% |
| 5Y | -35.9% | -40.6% | +4.7% | -26.3% |
| All | -43.6% | -36.3% | -7.3% | -34.0% |
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