-75.5%
JBLU vs SGI
+2,032.3%
-2,107.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -2.4% |
| 7D | -5.6% | +0.6% | -6.2% | -5.8% |
| 30D | -22.3% | +5.5% | -27.9% | -23.8% |
| 3M | -11.0% | -3.6% | -7.4% | -9.7% |
| 6M | -3.1% | -15.0% | +11.9% | +2.9% |
| YTD | -3.7% | -23.0% | +19.3% | +6.0% |
| 1Y | -14.8% | -18.4% | +3.6% | -8.4% |
| 3Y | -15.4% | +57.8% | -73.2% | -27.1% |
| 5Y | -71.4% | +51.5% | -122.8% | -75.6% |
| 10Y | -73.0% | +275.2% | -348.2% | -84.5% |
| All | -75.5% | +2,032.3% | -2,107.8% | -94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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