+2,919.7%
SMH vs JBLU
-60.5%
+2,980.2%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.7% | -2.5% |
| 7D | +1.4% | -4.8% | +6.2% | +2.4% |
| 30D | -2.2% | -24.4% | +22.2% | +3.7% |
| 3M | -1.9% | -4.8% | +2.9% | -1.7% |
| 6M | +41.0% | -0.5% | +41.5% | +38.2% |
| YTD | +55.6% | -3.5% | +59.1% | +51.9% |
| 1Y | +86.8% | -13.6% | +100.4% | +85.7% |
| 3Y | +277.7% | -15.3% | +292.9% | +235.9% |
| 5Y | +324.2% | -70.1% | +394.3% | +368.7% |
| 10Y | +1,828.6% | -72.9% | +1,901.5% | +1,865.4% |
| All | +2,919.7% | -60.5% | +2,980.2% | +1,929.3% |
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