-15.1%
JBLU vs SUI
+10.9%
-26.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -2.3% |
| 7D | -5.6% | -4.3% | -1.3% | -3.2% |
| 30D | -22.3% | -2.1% | -20.2% | -21.3% |
| 3M | -11.0% | -6.1% | -4.9% | -8.2% |
| 6M | -3.1% | -12.8% | +9.7% | +4.7% |
| YTD | -3.7% | -4.6% | +0.9% | -1.7% |
| 1Y | -14.8% | -7.7% | -7.1% | -11.3% |
| All | -15.1% | +10.9% | -26.0% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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