-12.7%
JBLU vs SM
+70.4%
-83.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -15.3% | +27.2% | +3.2% |
| 7D | +24.9% | -21.5% | +46.4% | +11.0% |
| 30D | -12.3% | -11.4% | -0.9% | -16.6% |
| 3M | -44.5% | +0.6% | -45.1% | -42.5% |
| 6M | -25.7% | +0.2% | -25.9% | -20.3% |
| YTD | -21.8% | +69.7% | -91.4% | -9.9% |
| 1Y | -12.7% | +71.6% | -84.3% | +1.7% |
| All | -12.7% | +70.4% | -83.1% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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