-12.7%
JBLU vs SMTC
+70.8%
-83.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -12.9% | +24.9% | +13.7% |
| 7D | +24.9% | -24.5% | +49.4% | +29.9% |
| 30D | -12.3% | -42.5% | +30.1% | -5.3% |
| 3M | -44.5% | -14.1% | -30.4% | -44.0% |
| 6M | -25.7% | +3.6% | -29.3% | -32.9% |
| YTD | -21.8% | +50.6% | -72.3% | -39.2% |
| 1Y | -12.7% | +72.2% | -85.0% | -35.7% |
| All | -12.7% | +70.8% | -83.6% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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