-76.9%
JBLU vs SITM
+4,789.7%
-4,866.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.3% | -0.8% |
| 7D | -5.0% | +3.9% | -8.8% | -5.7% |
| 30D | -23.9% | -6.6% | -17.3% | -23.2% |
| 3M | -11.6% | -11.9% | +0.2% | -11.5% |
| 6M | -0.2% | +81.1% | -81.4% | -14.5% |
| YTD | -3.3% | +80.0% | -83.3% | -18.0% |
| 1Y | -15.4% | +145.8% | -161.2% | -33.5% |
| 3Y | -14.7% | +475.9% | -490.6% | -46.7% |
| 5Y | -70.0% | +189.2% | -259.2% | -80.6% |
| All | -76.9% | +4,789.7% | -4,866.6% | -89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling