-67.1%
JBLU vs SMTC
+366.2%
-433.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.2% | +1.1% |
| 7D | -4.8% | +17.5% | -22.3% | -9.5% |
| 30D | -24.4% | +21.3% | -45.7% | -29.7% |
| 3M | -4.8% | +3.1% | -7.9% | -9.7% |
| 6M | -0.5% | +81.7% | -82.2% | -22.3% |
| YTD | -3.5% | +115.9% | -119.5% | -29.0% |
| 1Y | -13.6% | +157.8% | -171.4% | -40.7% |
| 3Y | -15.3% | +557.3% | -572.5% | -64.4% |
| 5Y | -70.1% | +114.7% | -184.8% | -82.4% |
| 10Y | -72.9% | +509.5% | -582.4% | -89.9% |
| All | -67.1% | +366.2% | -433.3% | -91.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling