+98.3%
STM vs JBLU
-14.2%
+112.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.9% |
| 7D | +12.0% | +2.5% | +9.6% | +11.2% |
| 30D | -0.4% | +24.9% | -25.3% | -7.1% |
| 3M | -13.2% | -35.2% | +22.0% | -4.5% |
| 6M | -26.1% | -20.0% | -6.1% | -24.2% |
| YTD | +81.2% | -17.4% | +98.5% | +70.8% |
| 1Y | +98.3% | -13.0% | +111.3% | +77.9% |
| All | +98.3% | -14.2% | +112.5% | +77.9% |
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 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