-6.3%
JOBY vs SWKS
-15.7%
+9.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.4% | +0.6% |
| 7D | +2.2% | +11.8% | -9.6% | -3.0% |
| 30D | -20.8% | +6.7% | -27.6% | -23.4% |
| 3M | -29.5% | 0.0% | -29.5% | -29.8% |
| 6M | -28.4% | +38.7% | -67.1% | -40.0% |
| YTD | -48.2% | +21.4% | -69.5% | -54.0% |
| 1Y | -49.1% | +2.9% | -52.0% | -51.2% |
| 3Y | -6.3% | -16.4% | +10.1% | -12.7% |
| All | -6.3% | -15.7% | +9.4% | -12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling