+11.9%
JOBY vs SWKS
+2.7%
+9.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.2% | +10.7% | +11.4% |
| 7D | +21.0% | -6.2% | +27.2% | +24.0% |
| 30D | +3.1% | -1.5% | +4.6% | +3.7% |
| 3M | -27.9% | +23.0% | -50.9% | -35.4% |
| 6M | -43.6% | +27.6% | -71.2% | -50.0% |
| YTD | -55.1% | +32.3% | -87.4% | -62.0% |
| 1Y | -58.6% | +20.1% | -78.7% | -63.2% |
| All | +11.9% | +2.7% | +9.2% | -4.7% |
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