-12.7%
JBLU vs SFM
-35.8%
+23.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.6% | +8.3% | +12.2% |
| 7D | +24.9% | -12.3% | +37.2% | +22.6% |
| 30D | -12.3% | -16.2% | +3.9% | -14.3% |
| 3M | -44.5% | -36.8% | -7.7% | -46.8% |
| 6M | -25.7% | -32.6% | +6.9% | -28.1% |
| YTD | -21.8% | -31.7% | +10.0% | -22.7% |
| 1Y | -12.7% | -35.0% | +22.3% | -14.1% |
| All | -12.7% | -35.8% | +23.1% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling