-14.9%
JBLU vs STT
+194.3%
-209.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.5% |
| 7D | -4.8% | -1.4% | -3.4% | -3.6% |
| 30D | -24.4% | +2.2% | -26.6% | -25.9% |
| 3M | -4.8% | +18.8% | -23.6% | -19.3% |
| 6M | -0.5% | +57.9% | -58.4% | -35.7% |
| YTD | -3.5% | +51.0% | -54.5% | -35.8% |
| 1Y | -13.6% | +77.1% | -90.7% | -51.2% |
| All | -14.9% | +194.3% | -209.2% | -68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling