-77.5%
SNAP vs JBLU
-78.5%
+1.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.7% | +3.9% |
| 7D | -3.2% | -4.8% | +1.6% | -2.0% |
| 30D | +0.2% | -24.4% | +24.6% | +7.5% |
| 3M | +2.6% | -4.8% | +7.4% | +3.4% |
| 6M | +12.4% | -0.5% | +12.9% | +10.7% |
| YTD | -31.6% | -3.5% | -28.1% | -33.2% |
| 1Y | -21.7% | -13.6% | -8.1% | -21.7% |
| 3Y | -41.2% | -15.3% | -26.0% | -48.3% |
| 5Y | -92.6% | -70.1% | -22.5% | -91.6% |
| All | -77.5% | -78.5% | +1.1% | -72.6% |
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 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