-70.7%
JBLU vs SYY
+23.4%
-94.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.6% |
| 7D | -5.0% | +3.9% | -8.9% | -7.9% |
| 30D | -23.9% | -1.7% | -22.1% | -22.9% |
| 3M | -11.6% | +5.2% | -16.8% | -15.5% |
| 6M | -0.2% | -0.2% | 0.0% | -1.7% |
| YTD | -3.3% | +15.4% | -18.7% | -17.5% |
| 1Y | -15.4% | +5.6% | -21.0% | -21.7% |
| 3Y | -14.7% | +28.9% | -43.6% | -35.6% |
| All | -70.7% | +23.4% | -94.1% | -77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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