-67.0%
JBLU vs SAN
+556.8%
-623.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.0% | -0.9% |
| 7D | -5.0% | +0.2% | -5.2% | -5.1% |
| 30D | -23.9% | +0.9% | -24.8% | -24.2% |
| 3M | -11.6% | +19.1% | -30.8% | -19.2% |
| 6M | -0.2% | +33.2% | -33.4% | -13.1% |
| YTD | -3.3% | +29.1% | -32.4% | -15.2% |
| 1Y | -15.4% | +50.2% | -65.6% | -31.7% |
| 3Y | -14.7% | +351.0% | -365.8% | -61.1% |
| 5Y | -70.0% | +394.7% | -464.7% | -87.1% |
| 10Y | -72.9% | +345.3% | -418.1% | -88.5% |
| All | -67.0% | +556.8% | -623.8% | -91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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