-73.8%
JBLU vs STT
+271.9%
-345.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.5% |
| 7D | -5.0% | -0.4% | -4.5% | -4.7% |
| 30D | -23.9% | +1.7% | -25.6% | -24.7% |
| 3M | -11.6% | +17.9% | -29.5% | -21.7% |
| 6M | -0.2% | +55.3% | -55.5% | -26.9% |
| YTD | -3.3% | +52.7% | -56.0% | -28.7% |
| 1Y | -15.4% | +75.7% | -91.0% | -43.4% |
| 3Y | -14.7% | +197.9% | -212.6% | -59.4% |
| 5Y | -70.0% | +158.8% | -228.8% | -84.9% |
| All | -73.8% | +271.9% | -345.7% | -90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling