+83.8%
SPYM vs JBLU
-70.3%
+154.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -0.8% | -5.0% | +4.2% | -0.2% |
| 30D | -1.1% | -23.9% | +22.8% | +2.2% |
| 3M | +3.9% | -11.6% | +15.5% | +4.9% |
| 6M | +13.6% | -0.2% | +13.9% | +12.0% |
| YTD | +12.7% | -3.3% | +16.0% | +10.8% |
| 1Y | +17.6% | -15.4% | +33.0% | +17.2% |
| 3Y | +77.2% | -14.7% | +92.0% | +60.3% |
| All | +83.8% | -70.3% | +154.0% | +103.1% |
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