-67.1%
JBLU vs SM
+313.8%
-381.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.2% |
| 7D | -5.6% | -0.2% | -5.4% | -5.6% |
| 30D | -22.3% | +20.3% | -42.6% | -24.7% |
| 3M | -11.0% | +22.9% | -33.9% | -15.0% |
| 6M | -3.1% | +47.8% | -50.9% | -11.8% |
| YTD | -3.7% | +107.5% | -111.2% | -17.6% |
| 1Y | -14.8% | +51.7% | -66.5% | -23.5% |
| 3Y | -15.4% | -0.9% | -14.6% | -20.5% |
| 5Y | -71.4% | +112.2% | -183.6% | -77.1% |
| 10Y | -73.0% | +20.3% | -93.3% | -83.4% |
| All | -67.1% | +313.8% | -381.0% | -88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling