+3.3%
SNOW vs JBLU
-70.3%
+73.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -2.4% | -5.0% | +2.5% | -1.3% |
| 30D | -1.0% | -23.9% | +22.9% | +5.3% |
| 3M | +36.9% | -11.6% | +48.5% | +39.0% |
| 6M | +83.4% | -0.2% | +83.6% | +76.8% |
| YTD | +50.0% | -3.3% | +53.3% | +43.0% |
| 1Y | +46.5% | -15.4% | +61.9% | +43.7% |
| 3Y | +93.3% | -14.7% | +108.1% | +47.3% |
| All | +3.3% | -70.3% | +73.6% | +39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling