+572.5%
SNPS vs JBLU
-72.4%
+644.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | 0.0% |
| 7D | +0.9% | -5.0% | +5.9% | +1.6% |
| 30D | -3.6% | -23.9% | +20.3% | 0.0% |
| 3M | -12.9% | -11.6% | -1.3% | -11.9% |
| 6M | -8.2% | -0.2% | -8.0% | -9.7% |
| YTD | -15.4% | -3.3% | -12.1% | -17.0% |
| 1Y | -9.3% | -15.4% | +6.1% | -9.6% |
| 3Y | -14.0% | -14.7% | +0.8% | -21.4% |
| 5Y | +19.5% | -70.0% | +89.5% | +27.1% |
| All | +572.5% | -72.4% | +644.9% | +584.9% |
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