-70.7%
JBLU vs SPXS
-86.0%
+15.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | -1.1% |
| 7D | -5.0% | +2.5% | -7.5% | -3.7% |
| 30D | -23.9% | +4.2% | -28.1% | -21.9% |
| 3M | -11.6% | -9.3% | -2.3% | -14.7% |
| 6M | -0.2% | -30.7% | +30.5% | -13.6% |
| YTD | -3.3% | -28.1% | +24.8% | -13.9% |
| 1Y | -15.4% | -35.1% | +19.7% | -27.6% |
| 3Y | -14.7% | -79.6% | +64.8% | -51.1% |
| All | -70.7% | -86.0% | +15.2% | -82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling