-15.1%
JBLU vs SIMO
+469.0%
-484.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.1% | -5.2% | -3.5% |
| 7D | -5.6% | +14.5% | -20.1% | -7.9% |
| 30D | -22.3% | +20.4% | -42.8% | -25.2% |
| 3M | -11.0% | +7.1% | -18.1% | -14.6% |
| 6M | -3.1% | +129.2% | -132.3% | -27.4% |
| YTD | -3.7% | +201.9% | -205.7% | -37.5% |
| 1Y | -14.8% | +235.5% | -250.3% | -47.8% |
| All | -15.1% | +469.0% | -484.1% | -64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling