+0.8%
SPGI vs JOBY
-32.0%
+32.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | -7.4% | -5.2% | -2.2% | -7.0% |
| 30D | +0.4% | -19.7% | +20.1% | +2.1% |
| 3M | +5.3% | -31.7% | +37.0% | +8.1% |
| 6M | +1.7% | -37.5% | +39.2% | +4.5% |
| YTD | -16.4% | -51.6% | +35.2% | -12.5% |
| 1Y | -20.5% | -53.3% | +32.8% | -17.4% |
| 3Y | +14.2% | -12.2% | +26.5% | +5.6% |
| All | +0.8% | -32.0% | +32.8% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling