-15.4%
JBLU vs SITM
+155.7%
-171.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.3% | -0.5% |
| 7D | -5.0% | +3.9% | -8.8% | -5.5% |
| 30D | -23.9% | -6.6% | -17.3% | -23.4% |
| 3M | -11.6% | -11.9% | +0.2% | -11.0% |
| 6M | -0.2% | +81.1% | -81.4% | -13.7% |
| YTD | -3.3% | +80.0% | -83.3% | -17.0% |
| 1Y | -15.4% | +145.8% | -161.2% | -30.2% |
| All | -15.4% | +155.7% | -171.1% | -30.2% |
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