-33.5%
JBLU vs SFM
+108.9%
-142.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.9% | +0.8% | -2.5% |
| 7D | -5.6% | -7.2% | +1.6% | -4.6% |
| 30D | -22.3% | -14.3% | -8.0% | -20.6% |
| 3M | -11.0% | -13.7% | +2.7% | -9.1% |
| 6M | -3.1% | -6.0% | +2.9% | -3.1% |
| YTD | -3.7% | -8.2% | +4.5% | -3.7% |
| 1Y | -14.8% | -46.2% | +31.5% | -7.5% |
| 3Y | -15.4% | +83.6% | -99.0% | -24.8% |
| 5Y | -71.4% | +212.7% | -284.1% | -76.9% |
| 10Y | -73.0% | +273.0% | -346.0% | -80.0% |
| All | -33.5% | +108.9% | -142.4% | -44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling