+644.6%
STM vs JBLU
-72.5%
+717.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -1.1% | -4.8% | +3.7% | +0.2% |
| 30D | -7.8% | -24.4% | +16.6% | -0.8% |
| 3M | -28.2% | -4.8% | -23.4% | -28.0% |
| 6M | +52.0% | -0.5% | +52.4% | +48.4% |
| YTD | +96.4% | -3.5% | +99.9% | +91.2% |
| 1Y | +98.8% | -13.6% | +112.4% | +98.3% |
| 3Y | +18.3% | -15.3% | +33.5% | +2.8% |
| 5Y | +17.7% | -70.1% | +87.8% | +35.1% |
| All | +644.6% | -72.5% | +717.0% | +729.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling