+2,039.0%
SPGI vs JBLU
-58.4%
+2,097.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | +0.1% | -3.5% | +3.7% | +0.8% |
| 30D | +8.4% | -27.2% | +35.6% | +14.8% |
| 3M | +11.8% | -4.3% | +16.2% | +11.5% |
| 6M | +5.7% | -8.3% | +14.0% | +4.6% |
| YTD | -9.7% | +1.8% | -11.4% | -13.2% |
| 1Y | -12.5% | -9.0% | -3.4% | -14.5% |
| 3Y | +21.8% | -21.9% | +43.7% | +9.6% |
| 5Y | +8.2% | -69.0% | +77.2% | +14.6% |
| 10Y | +309.5% | -70.8% | +380.3% | +290.7% |
| All | +2,039.0% | -58.4% | +2,097.4% | +1,242.9% |
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 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