+133.5%
SPYM vs JOBY
-41.1%
+174.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.1% | +5.7% | +0.1% |
| 7D | -0.4% | -5.9% | +5.5% | +0.2% |
| 30D | -1.4% | -27.1% | +25.8% | +1.3% |
| 3M | +3.7% | -30.7% | +34.5% | +6.7% |
| 6M | +13.0% | -36.1% | +49.1% | +16.5% |
| YTD | +12.5% | -51.4% | +63.8% | +18.2% |
| 1Y | +18.6% | -52.2% | +70.8% | +23.9% |
| 3Y | +78.0% | -12.1% | +90.1% | +68.1% |
| 5Y | +82.3% | -31.1% | +113.4% | +62.9% |
| All | +133.5% | -41.1% | +174.6% | +107.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling