-41.8%
JBLU vs SN
+496.6%
-538.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.8% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | -25.5% | -5.6% | -19.9% | -23.8% |
| 3M | -5.0% | +48.1% | -53.1% | -19.9% |
| 6M | +0.7% | +57.6% | -57.0% | -17.4% |
| YTD | -0.7% | +56.5% | -57.2% | -18.9% |
| 1Y | -12.7% | +52.6% | -65.3% | -28.5% |
| 3Y | -12.7% | +412.0% | -424.7% | -42.5% |
| All | -41.8% | +496.6% | -538.5% | -61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling