-79.3%
JBLU vs SEI
+644.4%
-723.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | -1.0% |
| 7D | -5.0% | +22.6% | -27.5% | -10.0% |
| 30D | -23.9% | +9.1% | -33.0% | -26.1% |
| 3M | -11.6% | -11.3% | -0.3% | -11.5% |
| 6M | -0.2% | +22.0% | -22.2% | -8.8% |
| YTD | -3.3% | +47.3% | -50.6% | -17.0% |
| 1Y | -15.4% | +124.8% | -140.1% | -36.6% |
| 3Y | -14.7% | +591.3% | -606.0% | -59.9% |
| 5Y | -70.0% | +1,008.2% | -1,078.2% | -89.1% |
| All | -79.3% | +644.4% | -723.7% | -92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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