-38.9%
JOBY vs SYF
+192.8%
-231.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.6% | -4.5% | -5.1% |
| 7D | -5.9% | -1.3% | -4.5% | -5.0% |
| 30D | -27.1% | -1.1% | -26.1% | -26.8% |
| 3M | -30.7% | +7.4% | -38.1% | -34.3% |
| 6M | -36.1% | +16.2% | -52.3% | -42.4% |
| YTD | -51.4% | -6.1% | -45.2% | -50.0% |
| 1Y | -52.2% | +3.4% | -55.5% | -53.7% |
| 3Y | -12.1% | +162.9% | -174.9% | -52.5% |
| 5Y | -31.1% | +85.6% | -116.7% | -56.1% |
| All | -38.9% | +192.8% | -231.6% | -62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling