+42.0%
SOFI vs JBLU
-70.0%
+111.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -4.9% | -5.0% | 0.0% | -3.2% |
| 30D | -3.5% | -23.9% | +20.4% | +6.2% |
| 3M | +3.9% | -11.6% | +15.5% | +7.5% |
| 6M | -6.5% | -0.2% | -6.3% | -9.1% |
| YTD | -33.8% | -3.3% | -30.5% | -36.6% |
| 1Y | -33.3% | -15.4% | -17.9% | -33.4% |
| 3Y | +94.6% | -14.7% | +109.3% | +57.4% |
| 5Y | +13.3% | -70.0% | +83.3% | +43.7% |
| All | +42.0% | -70.0% | +111.9% | +138.0% |
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 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