-18.6%
JBLU vs SPXS
-21.4%
+2.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +13.2% | -15.2% | +7.8% |
| 7D | +14.4% | +14.3% | +0.1% | +27.5% |
| 30D | -13.4% | +19.4% | -32.8% | +0.6% |
| 3M | -45.1% | +16.2% | -61.4% | -37.0% |
| 6M | -27.9% | -3.4% | -24.5% | -25.8% |
| YTD | -23.3% | -19.1% | -4.2% | -30.8% |
| 1Y | -18.6% | -20.5% | +1.8% | -26.9% |
| All | -18.6% | -21.4% | +2.7% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1y: compounded portfolio wealth divided by compounded SPXS 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…
1y analysis · Full analysis span regression · 6 months rolling