-16.3%
SOUN vs JBLU
-61.6%
+45.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.2% |
| 7D | -6.8% | -4.8% | -2.1% | -5.2% |
| 30D | -15.2% | -24.4% | +9.2% | -6.6% |
| 3M | -7.0% | -4.8% | -2.2% | -6.7% |
| 6M | -20.5% | -0.5% | -20.1% | -22.9% |
| YTD | -37.0% | -3.5% | -33.5% | -39.1% |
| 1Y | -55.3% | -13.6% | -41.7% | -55.1% |
| 3Y | +173.0% | -15.3% | +188.3% | +122.9% |
| All | -16.3% | -61.6% | +45.4% | +31.2% |
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