-83.6%
JBLU vs SPMO
+566.1%
-649.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.2% |
| 7D | -5.0% | -0.9% | -4.0% | -4.3% |
| 30D | -23.9% | -1.9% | -22.0% | -22.8% |
| 3M | -11.6% | -1.4% | -10.3% | -12.0% |
| 6M | -0.2% | +25.5% | -25.7% | -18.7% |
| YTD | -3.3% | +24.8% | -28.1% | -21.0% |
| 1Y | -15.4% | +24.5% | -39.9% | -30.8% |
| 3Y | -14.7% | +157.1% | -171.9% | -60.5% |
| 5Y | -70.0% | +149.5% | -219.5% | -85.7% |
| 10Y | -72.9% | +518.1% | -590.9% | -92.1% |
| All | -83.6% | +566.1% | -649.7% | -95.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling