+9.5%
SNOW vs JBLU
-12.5%
+22.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +11.9% | -13.5% | -2.1% |
| 7D | -14.5% | +24.9% | -39.4% | -15.5% |
| 30D | -14.3% | -12.3% | -2.0% | -13.7% |
| 3M | -8.3% | -44.5% | +36.2% | -6.2% |
| 6M | +101.5% | -25.7% | +127.2% | +103.5% |
| YTD | +32.5% | -21.8% | +54.2% | +26.1% |
| 1Y | +9.5% | -12.7% | +22.2% | +1.0% |
| All | +9.5% | -12.5% | +22.0% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling