-70.7%
JBLU vs SYF
+77.7%
-148.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.4% |
| 7D | -5.0% | -4.9% | -0.1% | -1.0% |
| 30D | -23.9% | -4.3% | -19.6% | -21.0% |
| 3M | -11.6% | +5.5% | -17.2% | -15.4% |
| 6M | -0.2% | +17.5% | -17.7% | -11.6% |
| YTD | -3.3% | -7.8% | +4.5% | +3.9% |
| 1Y | -15.4% | +1.6% | -17.0% | -16.0% |
| 3Y | -14.7% | +154.8% | -169.5% | -57.8% |
| All | -70.7% | +77.7% | -148.5% | -82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling