-15.4%
JBLU vs SYF
+3.3%
-18.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.5% |
| 7D | -5.0% | -4.9% | -0.1% | +0.1% |
| 30D | -23.9% | -4.3% | -19.6% | -20.3% |
| 3M | -11.6% | +5.5% | -17.2% | -16.8% |
| 6M | -0.2% | +17.5% | -17.7% | -14.8% |
| YTD | -3.3% | -7.8% | +4.5% | +1.7% |
| 1Y | -15.4% | +1.6% | -17.0% | -21.6% |
| All | -15.4% | +3.3% | -18.7% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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