-15.4%
JBLU vs STT
+78.9%
-94.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.4% |
| 7D | -5.0% | -0.4% | -4.5% | -4.7% |
| 30D | -23.9% | +1.7% | -25.6% | -24.6% |
| 3M | -11.6% | +17.9% | -29.5% | -20.4% |
| 6M | -0.2% | +55.3% | -55.5% | -26.6% |
| YTD | -3.3% | +52.7% | -56.0% | -29.9% |
| 1Y | -15.4% | +75.7% | -91.0% | -45.6% |
| All | -15.4% | +78.9% | -94.3% | -45.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling