-67.0%
JBLU vs SPYG
+1,214.3%
-1,281.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.5% |
| YTD | -3.3% | +13.3% | -16.6% | -15.0% |
| 1Y | -15.4% | +17.9% | -33.2% | -29.1% |
| 3Y | -14.7% | +98.3% | -113.1% | -59.6% |
| 5Y | -70.0% | +86.4% | -156.5% | -84.7% |
| 10Y | -72.9% | +421.9% | -494.8% | -95.9% |
| All | -67.0% | +1,214.3% | -1,281.3% | -98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling