+333.1%
SLV vs JBLU
-56.2%
+389.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | -0.3% | -3.5% | +3.2% | -0.2% |
| 30D | +6.7% | -27.2% | +33.9% | +7.7% |
| 3M | -10.7% | -4.3% | -6.4% | -10.7% |
| 6M | -20.6% | -8.3% | -12.3% | -20.6% |
| YTD | -7.1% | +1.8% | -8.9% | -7.5% |
| 1Y | +62.0% | -9.0% | +71.0% | +61.7% |
| 3Y | +169.8% | -21.9% | +191.7% | +167.4% |
| 5Y | +161.5% | -69.0% | +230.5% | +161.6% |
| 10Y | +224.4% | -70.8% | +295.2% | +220.6% |
| All | +333.1% | -56.2% | +389.3% | +392.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling