+17.7%
STM vs JOBY
-33.6%
+51.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.2% |
| 7D | -1.1% | -8.2% | +7.1% | +0.6% |
| 30D | -7.8% | -25.1% | +17.2% | -2.3% |
| 3M | -28.2% | -28.8% | +0.6% | -23.1% |
| 6M | +52.0% | -36.1% | +88.1% | +65.3% |
| YTD | +96.4% | -52.2% | +148.6% | +123.9% |
| 1Y | +98.8% | -52.4% | +151.2% | +123.0% |
| 3Y | +18.3% | -13.6% | +31.8% | +7.5% |
| 5Y | +17.7% | -32.2% | +49.9% | -8.4% |
| All | +17.7% | -33.6% | +51.4% | -8.4% |
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 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