-73.8%
JBLU vs SMTC
+548.2%
-622.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | -1.0% |
| 7D | -5.0% | +13.1% | -18.1% | -8.1% |
| 30D | -23.9% | +19.5% | -43.3% | -28.2% |
| 3M | -11.6% | +2.2% | -13.9% | -15.2% |
| 6M | -0.2% | +94.9% | -95.1% | -21.4% |
| YTD | -3.3% | +127.0% | -130.2% | -27.2% |
| 1Y | -15.4% | +174.6% | -190.0% | -40.4% |
| 3Y | -14.7% | +615.9% | -630.7% | -62.9% |
| 5Y | -70.0% | +125.6% | -195.6% | -81.3% |
| All | -73.8% | +548.2% | -622.0% | -88.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling