+158.3%
SLV vs JOBY
-41.4%
+199.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.0% |
| 7D | -2.8% | -5.2% | +2.4% | -2.5% |
| 30D | -1.6% | -19.7% | +18.1% | 0.0% |
| 3M | -4.4% | -31.7% | +27.3% | -2.0% |
| 6M | -25.4% | -37.5% | +12.1% | -23.2% |
| YTD | -9.8% | -51.6% | +41.8% | -6.0% |
| 1Y | +53.8% | -53.3% | +107.1% | +59.9% |
| 3Y | +174.7% | -12.2% | +186.9% | +171.3% |
| 5Y | +164.3% | -31.3% | +195.6% | +159.7% |
| All | +158.3% | -41.4% | +199.7% | +186.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JOBY.
Daily Out/Under-Performance
Portfolio return minus JOBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JOBY 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 JOBY 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