-73.8%
JBLU vs SPXL
+1,271.9%
-1,345.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.9% |
| 7D | -5.0% | -2.5% | -2.4% | -3.9% |
| 30D | -23.9% | -4.2% | -19.6% | -22.3% |
| 3M | -11.6% | +8.1% | -19.8% | -14.8% |
| 6M | -0.2% | +35.6% | -35.8% | -12.7% |
| YTD | -3.3% | +28.8% | -32.1% | -13.6% |
| 1Y | -15.4% | +39.8% | -55.2% | -27.6% |
| 3Y | -14.7% | +221.4% | -236.1% | -51.0% |
| 5Y | -70.0% | +146.9% | -217.0% | -82.0% |
| All | -73.8% | +1,271.9% | -1,345.6% | -94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 10y: compounded portfolio wealth divided by compounded SPXL 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…
10y analysis · Full analysis span regression · 6 months rolling