+76.8%
SPYM vs JOBY
-13.5%
+90.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.5% |
| 7D | -1.0% | -5.2% | +4.1% | -0.6% |
| 30D | -1.3% | -19.7% | +18.4% | +0.5% |
| 3M | +3.6% | -31.7% | +35.3% | +6.6% |
| 6M | +13.3% | -37.5% | +50.9% | +16.9% |
| YTD | +12.4% | -51.6% | +64.0% | +17.8% |
| 1Y | +17.3% | -53.3% | +70.6% | +22.5% |
| 3Y | +76.8% | -12.2% | +89.0% | +70.4% |
| All | +76.8% | -13.5% | +90.3% | +70.4% |
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