+2.2%
SPGI vs JBLU
-70.1%
+72.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.5% | -2.2% |
| 7D | -3.1% | -5.6% | +2.5% | -2.5% |
| 30D | +2.0% | -22.3% | +24.4% | +4.8% |
| 3M | +4.3% | -11.0% | +15.3% | +5.0% |
| 6M | -0.2% | -3.1% | +2.9% | -1.3% |
| YTD | -14.8% | -3.7% | -11.1% | -16.2% |
| 1Y | -18.5% | -14.8% | -3.8% | -19.0% |
| 3Y | +16.0% | -15.4% | +31.4% | +5.7% |
| 5Y | +2.2% | -71.4% | +73.6% | +7.1% |
| All | +2.2% | -70.1% | +72.3% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling