+77.2%
SPYM vs JBLU
-15.7%
+92.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -0.8% | -5.0% | +4.2% | -0.4% |
| 30D | -1.1% | -23.9% | +22.8% | +1.1% |
| 3M | +3.9% | -11.6% | +15.5% | +4.6% |
| 6M | +13.6% | -0.2% | +13.9% | +12.7% |
| YTD | +12.7% | -3.3% | +16.0% | +11.6% |
| 1Y | +17.6% | -15.4% | +33.0% | +17.4% |
| 3Y | +77.2% | -14.7% | +92.0% | +70.6% |
| All | +77.2% | -15.7% | +92.9% | +70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling