+19.4%
SPGI vs JOBY
-7.4%
+26.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.3% |
| 7D | -2.5% | +2.2% | -4.7% | -2.6% |
| 30D | +5.4% | -20.8% | +26.2% | +6.6% |
| 3M | +9.0% | -29.5% | +38.5% | +10.7% |
| 6M | +0.8% | -28.4% | +29.2% | +1.8% |
| YTD | -12.6% | -48.2% | +35.6% | -10.2% |
| 1Y | -16.1% | -49.1% | +32.9% | -14.5% |
| All | +19.4% | -7.4% | +26.8% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling