-15.4%
JBLU vs SM
+48.5%
-63.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.1% |
| 7D | -5.0% | +4.6% | -9.5% | -3.3% |
| 30D | -23.9% | +18.2% | -42.1% | -18.4% |
| 3M | -11.6% | +22.5% | -34.2% | -1.7% |
| 6M | -0.2% | +50.6% | -50.8% | +12.6% |
| YTD | -3.3% | +108.1% | -111.4% | +5.0% |
| 1Y | -15.4% | +46.0% | -61.4% | +1.8% |
| All | -15.4% | +48.5% | -63.9% | +1.8% |
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