-1.3%
JBLU vs SPXS
-100.0%
+98.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.6% | +1.1% |
| 7D | -4.8% | +6.4% | -11.2% | -2.0% |
| 30D | -24.4% | +6.0% | -30.4% | -22.2% |
| 3M | -4.8% | -11.6% | +6.9% | -8.5% |
| 6M | -0.5% | -28.7% | +28.3% | -10.8% |
| YTD | -3.5% | -26.3% | +22.8% | -11.5% |
| 1Y | -13.6% | -34.9% | +21.3% | -24.2% |
| 3Y | -15.3% | -79.5% | +64.2% | -47.7% |
| 5Y | -70.1% | -85.9% | +15.8% | -80.3% |
| 10Y | -72.9% | -99.5% | +26.6% | -93.8% |
| All | -1.3% | -100.0% | +98.6% | -96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling