-14.7%
JBLU vs SCHG
+86.3%
-101.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | -0.7% |
| 7D | -5.0% | -1.0% | -3.9% | -3.9% |
| 30D | -23.9% | -1.3% | -22.6% | -22.7% |
| 3M | -11.6% | +5.4% | -17.1% | -16.2% |
| 6M | -0.2% | +14.4% | -14.6% | -12.3% |
| YTD | -3.3% | +8.0% | -11.3% | -10.5% |
| 1Y | -15.4% | +12.7% | -28.1% | -25.3% |
| 3Y | -14.7% | +85.6% | -100.3% | -51.9% |
| All | -14.7% | +86.3% | -101.0% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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