-43.5%
JBLU vs SN
+453.9%
-497.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +1.9% |
| 7D | -4.8% | -7.2% | +2.4% | -1.7% |
| 30D | -24.4% | -13.4% | -11.1% | -19.8% |
| 3M | -4.8% | +26.8% | -31.6% | -14.2% |
| 6M | -0.5% | +44.6% | -45.0% | -15.3% |
| YTD | -3.5% | +45.3% | -48.8% | -18.7% |
| 1Y | -13.6% | +40.1% | -53.7% | -26.6% |
| 3Y | -15.3% | +375.3% | -390.5% | -42.3% |
| All | -43.5% | +453.9% | -497.4% | -61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling