-70.7%
JBLU vs SIMO
+315.3%
-386.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.2% | -7.0% | -1.1% |
| 7D | -5.0% | +11.0% | -16.0% | -7.0% |
| 30D | -23.9% | +17.9% | -41.8% | -26.6% |
| 3M | -11.6% | +3.9% | -15.6% | -14.7% |
| 6M | -0.2% | +131.0% | -131.3% | -23.8% |
| YTD | -3.3% | +209.3% | -212.6% | -33.7% |
| 1Y | -15.4% | +223.8% | -239.1% | -43.2% |
| 3Y | -14.7% | +479.2% | -494.0% | -53.5% |
| All | -70.7% | +315.3% | -386.1% | -82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling