-14.7%
JBLU vs SPMO
+155.8%
-170.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.2% |
| 7D | -5.0% | -0.9% | -4.0% | -4.2% |
| 30D | -23.9% | -1.9% | -22.0% | -22.7% |
| 3M | -11.6% | -1.4% | -10.3% | -12.5% |
| 6M | -0.2% | +25.5% | -25.7% | -23.4% |
| YTD | -3.3% | +24.8% | -28.1% | -25.5% |
| 1Y | -15.4% | +24.5% | -39.9% | -34.8% |
| 3Y | -14.7% | +157.1% | -171.9% | -68.8% |
| All | -14.7% | +155.8% | -170.5% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 3y: compounded portfolio wealth divided by compounded SPMO 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…
3y analysis · Full analysis span regression · 6 months rolling