-43.4%
JBLU vs SN
+447.8%
-491.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.7% |
| 7D | -5.0% | -7.3% | +2.3% | -1.9% |
| 30D | -23.9% | -13.6% | -10.3% | -19.1% |
| 3M | -11.6% | +18.6% | -30.2% | -18.2% |
| 6M | -0.2% | +46.0% | -46.2% | -15.4% |
| YTD | -3.3% | +43.7% | -47.0% | -18.1% |
| 1Y | -15.4% | +39.2% | -54.6% | -27.9% |
| 3Y | -14.7% | +306.5% | -321.2% | -41.4% |
| All | -43.4% | +447.8% | -491.2% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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