-70.7%
JBLU vs SITM
+187.3%
-258.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.3% | -1.0% |
| 7D | -5.0% | +3.9% | -8.8% | -5.8% |
| 30D | -23.9% | -6.6% | -17.3% | -23.0% |
| 3M | -11.6% | -11.9% | +0.2% | -11.5% |
| 6M | -0.2% | +81.1% | -81.4% | -17.7% |
| YTD | -3.3% | +80.0% | -83.3% | -21.3% |
| 1Y | -15.4% | +145.8% | -161.2% | -37.5% |
| 3Y | -14.7% | +475.9% | -490.6% | -53.8% |
| All | -70.7% | +187.3% | -258.0% | -83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling