+96.5%
STM vs JBLU
-12.5%
+109.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +11.9% | -18.0% | -9.1% |
| 7D | -6.0% | +24.9% | -30.9% | -12.0% |
| 30D | -20.9% | -12.3% | -8.6% | -19.1% |
| 3M | -15.8% | -44.5% | +28.7% | -3.6% |
| 6M | -17.0% | -25.7% | +8.6% | -13.4% |
| YTD | +76.8% | -21.8% | +98.6% | +69.8% |
| 1Y | +96.5% | -12.7% | +109.2% | +73.2% |
| All | +96.5% | -12.5% | +109.0% | +73.2% |
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