+19.6%
STM vs JBLU
-16.1%
+35.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.1% |
| 7D | +1.7% | -5.6% | +7.3% | +2.9% |
| 30D | -5.2% | -22.3% | +17.2% | 0.0% |
| 3M | -29.6% | -11.0% | -18.6% | -28.4% |
| 6M | +54.4% | -3.1% | +57.5% | +52.3% |
| YTD | +99.5% | -3.7% | +103.3% | +95.5% |
| 1Y | +100.8% | -14.8% | +115.5% | +100.7% |
| All | +19.6% | -16.1% | +35.7% | +11.5% |
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