-70.7%
JBLU vs SPG
+106.0%
-176.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -5.0% | -1.2% | -3.8% | -3.9% |
| 30D | -23.9% | -6.1% | -17.7% | -19.2% |
| 3M | -11.6% | -3.6% | -8.0% | -8.8% |
| 6M | -0.2% | +10.4% | -10.6% | -9.4% |
| YTD | -3.3% | +14.4% | -17.7% | -15.1% |
| 1Y | -15.4% | +16.5% | -31.9% | -27.3% |
| 3Y | -14.7% | +106.8% | -121.5% | -56.4% |
| All | -70.7% | +106.0% | -176.8% | -84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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