-77.7%
SNAP vs JBLU
-77.4%
-0.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.5% | -4.1% |
| 7D | +0.7% | -3.5% | +4.3% | +1.6% |
| 30D | +2.6% | -27.2% | +29.8% | +11.0% |
| 3M | -9.9% | -4.3% | -5.5% | -9.4% |
| 6M | +1.9% | -8.3% | +10.2% | +2.2% |
| YTD | -32.2% | +1.8% | -34.0% | -34.7% |
| 1Y | -22.8% | -9.0% | -13.8% | -23.9% |
| 3Y | -47.6% | -21.9% | -25.7% | -52.7% |
| 5Y | -92.7% | -69.0% | -23.7% | -91.8% |
| All | -77.7% | -77.4% | -0.3% | -73.2% |
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 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