+156.9%
STM vs JBLU
-66.2%
+223.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.4% |
| 3M | -13.2% | -35.2% | +22.0% | -3.5% |
| 6M | -26.1% | -20.0% | -6.1% | -23.5% |
| YTD | +81.2% | -17.4% | +98.5% | +81.9% |
| 1Y | +98.3% | -13.0% | +111.3% | +96.0% |
| 3Y | +16.7% | -5.3% | +22.0% | -1.8% |
| 5Y | -4.8% | -75.2% | +70.4% | +14.6% |
| 10Y | +468.8% | -80.5% | +549.3% | +548.2% |
| All | +156.9% | -66.2% | +223.1% | +62.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling