-41.1%
JOBY vs SWKS
-36.2%
-4.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +3.8% |
| 7D | +28.5% | -2.7% | +31.2% | +30.2% |
| 30D | +13.6% | +8.5% | +5.1% | +8.8% |
| 3M | -28.5% | +17.3% | -45.8% | -36.2% |
| 6M | -43.1% | +25.1% | -68.3% | -51.2% |
| YTD | -53.2% | +33.3% | -86.5% | -62.6% |
| 1Y | -58.5% | +22.9% | -81.4% | -65.2% |
| 3Y | +16.6% | +5.5% | +11.1% | -2.4% |
| 5Y | -34.7% | -41.9% | +7.2% | -24.2% |
| All | -41.1% | -36.2% | -4.9% | -31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling