+236.6%
SAP vs JBLU
-80.5%
+317.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.5% |
| 7D | +0.6% | +2.5% | -1.8% | +0.3% |
| 30D | +6.5% | +24.9% | -18.4% | +2.7% |
| 3M | +12.2% | -35.2% | +47.4% | +18.0% |
| 6M | +46.1% | -20.0% | +66.1% | +48.0% |
| YTD | -1.6% | -17.4% | +15.7% | -2.2% |
| 1Y | -5.1% | -13.0% | +7.9% | -6.5% |
| 3Y | +68.4% | -5.3% | +73.6% | +47.8% |
| 5Y | +79.4% | -75.2% | +154.6% | +95.5% |
| All | +236.6% | -80.5% | +317.0% | +253.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 10y: compounded portfolio wealth divided by compounded JBLU 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…
10y analysis · Full analysis span regression · 6 months rolling