-39.1%
JOBY vs SYF
+187.6%
-226.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.5% | +0.8% |
| 7D | -5.2% | -4.9% | -0.3% | -2.1% |
| 30D | -19.7% | -4.3% | -15.4% | -17.5% |
| 3M | -31.7% | +5.5% | -37.2% | -34.5% |
| 6M | -37.5% | +17.5% | -55.0% | -44.1% |
| YTD | -51.6% | -7.8% | -43.8% | -49.7% |
| 1Y | -53.3% | +1.6% | -54.9% | -54.4% |
| 3Y | -12.2% | +154.8% | -167.0% | -51.6% |
| 5Y | -31.3% | +79.5% | -110.8% | -55.5% |
| All | -39.1% | +187.6% | -226.8% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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