-73.8%
JBLU vs SIMO
+605.2%
-678.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.2% | -7.0% | -1.3% |
| 7D | -5.0% | +11.0% | -16.0% | -7.3% |
| 30D | -23.9% | +17.9% | -41.8% | -27.0% |
| 3M | -11.6% | +3.9% | -15.6% | -15.2% |
| 6M | -0.2% | +131.0% | -131.3% | -25.0% |
| YTD | -3.3% | +209.3% | -212.6% | -34.2% |
| 1Y | -15.4% | +223.8% | -239.1% | -43.5% |
| 3Y | -14.7% | +479.2% | -494.0% | -52.9% |
| 5Y | -70.0% | +316.0% | -386.1% | -82.7% |
| All | -73.8% | +605.2% | -678.9% | -88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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