-18.9%
SPGI vs JBLU
-14.9%
-4.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | -8.9% | -4.8% | -4.1% | -8.7% |
| 30D | +0.6% | -24.4% | +25.1% | +2.1% |
| 3M | +2.0% | -4.8% | +6.7% | +2.1% |
| 6M | +0.1% | -0.5% | +0.5% | -0.7% |
| YTD | -16.4% | -3.5% | -12.9% | -17.7% |
| 1Y | -18.9% | -13.6% | -5.4% | -19.8% |
| All | -18.9% | -14.9% | -4.0% | -19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling