-14.7%
JBLU vs SM
-0.9%
-13.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -5.0% | +4.6% | -9.5% | -5.1% |
| 30D | -23.9% | +18.2% | -42.1% | -24.5% |
| 3M | -11.6% | +22.5% | -34.2% | -12.6% |
| 6M | -0.2% | +50.6% | -50.8% | -7.6% |
| YTD | -3.3% | +108.1% | -111.4% | -18.4% |
| 1Y | -15.4% | +46.0% | -61.4% | -21.4% |
| 3Y | -14.7% | +2.9% | -17.6% | -22.2% |
| All | -14.7% | -0.9% | -13.8% | -22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling