+1,537.1%
SOXX vs JBLU
-72.4%
+1,609.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.6% | +1.8% |
| 7D | +1.4% | -5.0% | +6.4% | +2.5% |
| 30D | -3.6% | -23.9% | +20.3% | +2.2% |
| 3M | -10.2% | -11.6% | +1.5% | -8.6% |
| 6M | +54.2% | -0.2% | +54.5% | +51.0% |
| YTD | +75.2% | -3.3% | +78.5% | +70.9% |
| 1Y | +107.5% | -15.4% | +122.9% | +107.4% |
| 3Y | +226.8% | -14.7% | +241.5% | +187.9% |
| 5Y | +251.2% | -70.0% | +321.3% | +290.2% |
| All | +1,537.1% | -72.4% | +1,609.5% | +1,744.9% |
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