+186.7%
STM vs JBLU
-58.4%
+245.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.4% | +1.8% |
| 7D | +5.8% | -3.5% | +9.3% | +6.8% |
| 30D | -1.0% | -27.2% | +26.2% | +7.8% |
| 3M | -33.3% | -4.3% | -28.9% | -33.2% |
| 6M | +57.4% | -8.3% | +65.7% | +57.0% |
| YTD | +102.2% | +1.8% | +100.4% | +94.0% |
| 1Y | +99.6% | -9.0% | +108.6% | +96.4% |
| 3Y | +14.5% | -21.9% | +36.4% | +2.9% |
| 5Y | +21.4% | -69.0% | +90.4% | +38.4% |
| 10Y | +695.0% | -70.8% | +765.7% | +717.0% |
| All | +186.7% | -58.4% | +245.0% | +73.4% |
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