-70.1%
JBLU vs STT
+153.4%
-223.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.5% |
| 7D | -4.8% | -1.4% | -3.4% | -3.8% |
| 30D | -24.4% | +2.2% | -26.6% | -25.6% |
| 3M | -4.8% | +18.8% | -23.6% | -17.0% |
| 6M | -0.5% | +57.9% | -58.4% | -30.3% |
| YTD | -3.5% | +51.0% | -54.5% | -30.5% |
| 1Y | -13.6% | +77.1% | -90.7% | -45.1% |
| 3Y | -15.3% | +199.8% | -215.1% | -62.5% |
| 5Y | -70.1% | +156.0% | -226.1% | -86.2% |
| All | -70.1% | +153.4% | -223.5% | -86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling