-70.7%
JBLU vs SPYG
+85.2%
-156.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.7% |
| 7D | -5.0% | -0.9% | -4.1% | -4.0% |
| 30D | -23.9% | -1.5% | -22.4% | -22.5% |
| 3M | -11.6% | +3.7% | -15.4% | -15.0% |
| 6M | -0.2% | +16.4% | -16.6% | -14.6% |
| YTD | -3.3% | +13.3% | -16.6% | -15.2% |
| 1Y | -15.4% | +17.9% | -33.2% | -29.2% |
| 3Y | -14.7% | +98.3% | -113.1% | -59.7% |
| All | -70.7% | +85.2% | -156.0% | -85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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