-9.0%
JBLU vs SITM
+174.8%
-183.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.5% | -6.1% | -0.5% |
| 7D | -3.5% | +9.7% | -13.3% | -4.8% |
| 30D | -27.2% | +12.7% | -39.9% | -28.9% |
| 3M | -4.3% | -13.4% | +9.1% | -3.7% |
| 6M | -8.3% | +59.6% | -67.9% | -19.5% |
| YTD | +1.8% | +73.3% | -71.5% | -12.4% |
| 1Y | -9.0% | +165.5% | -174.6% | -25.0% |
| All | -9.0% | +174.8% | -183.8% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling