+1,817.6%
SMH vs JBLU
-72.4%
+1,890.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.2% | +1.4% |
| 7D | +0.3% | -5.0% | +5.2% | +1.3% |
| 30D | -2.8% | -23.9% | +21.1% | +2.6% |
| 3M | -6.7% | -11.6% | +4.9% | -5.2% |
| 6M | +41.8% | -0.2% | +42.0% | +38.9% |
| YTD | +57.9% | -3.3% | +61.2% | +54.1% |
| 1Y | +87.6% | -15.4% | +103.0% | +87.3% |
| 3Y | +282.9% | -14.7% | +297.7% | +237.5% |
| 5Y | +330.4% | -70.0% | +400.4% | +373.8% |
| All | +1,817.6% | -72.4% | +1,890.0% | +2,050.2% |
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