-73.8%
JBLU vs SFM
+271.4%
-345.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | +0.1% |
| 7D | -5.0% | -10.6% | +5.6% | -3.5% |
| 30D | -23.9% | -15.5% | -8.4% | -22.1% |
| 3M | -11.6% | -17.4% | +5.8% | -9.5% |
| 6M | -0.2% | -3.4% | +3.2% | -0.6% |
| YTD | -3.3% | -8.7% | +5.4% | -3.2% |
| 1Y | -15.4% | -47.2% | +31.8% | -8.1% |
| 3Y | -14.7% | +82.7% | -97.5% | -22.8% |
| 5Y | -70.0% | +214.3% | -284.3% | -74.9% |
| All | -73.8% | +271.4% | -345.2% | -79.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling