-59.1%
JBLU vs SYF
+326.7%
-385.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -1.9% |
| 7D | -5.6% | -1.3% | -4.3% | -4.7% |
| 30D | -22.3% | -1.1% | -21.3% | -21.7% |
| 3M | -11.0% | +7.4% | -18.4% | -15.1% |
| 6M | -3.1% | +16.2% | -19.3% | -12.0% |
| YTD | -3.7% | -6.1% | +2.4% | +1.7% |
| 1Y | -14.8% | +3.4% | -18.2% | -15.9% |
| 3Y | -15.4% | +162.9% | -178.3% | -55.5% |
| 5Y | -71.4% | +85.6% | -157.0% | -81.5% |
| 10Y | -73.0% | +262.7% | -335.7% | -90.2% |
| All | -59.1% | +326.7% | -385.9% | -86.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling