-67.1%
JBLU vs SBAC
+8,455.7%
-8,522.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.9% |
| 7D | -5.6% | +0.2% | -5.8% | -5.6% |
| 30D | -22.3% | +3.9% | -26.2% | -23.0% |
| 3M | -11.0% | -8.2% | -2.8% | -9.7% |
| 6M | -3.1% | -2.8% | -0.3% | -3.6% |
| YTD | -3.7% | -1.5% | -2.2% | -4.8% |
| 1Y | -14.8% | 0.0% | -14.8% | -16.1% |
| 3Y | -15.4% | -8.4% | -7.1% | -15.8% |
| 5Y | -71.4% | -43.5% | -27.8% | -68.4% |
| 10Y | -73.0% | +86.9% | -159.9% | -78.1% |
| All | -67.1% | +8,455.7% | -8,522.9% | -86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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