-66.8%
JBLU vs SIMO
+3,544.2%
-3,611.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.2% | -8.5% | -3.7% |
| 7D | +1.1% | +14.6% | -13.5% | -1.9% |
| 30D | -25.5% | +6.2% | -31.7% | -26.9% |
| 3M | -5.0% | +3.6% | -8.6% | -8.5% |
| 6M | +0.7% | +130.8% | -130.1% | -21.9% |
| YTD | -0.7% | +195.8% | -196.4% | -28.2% |
| 1Y | -12.7% | +225.0% | -237.7% | -38.5% |
| 3Y | -12.7% | +452.3% | -465.0% | -46.3% |
| 5Y | -69.3% | +303.6% | -372.9% | -80.5% |
| 10Y | -73.0% | +528.8% | -601.8% | -85.4% |
| All | -66.8% | +3,544.2% | -3,611.0% | -92.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling