+155.4%
STM vs JBLU
-65.7%
+221.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.2% | +5.7% | +1.9% |
| 7D | +16.3% | +9.2% | +7.1% | +13.5% |
| 30D | -6.3% | +13.7% | -20.0% | -10.6% |
| 3M | -14.1% | -34.1% | +20.0% | -4.9% |
| 6M | -19.6% | -19.5% | -0.1% | -16.9% |
| YTD | +80.1% | -16.3% | +96.4% | +80.2% |
| 1Y | +95.4% | -13.4% | +108.8% | +93.3% |
| 3Y | +14.7% | -1.6% | +16.2% | -4.6% |
| 5Y | -5.4% | -74.9% | +69.5% | +13.5% |
| 10Y | +465.5% | -80.2% | +545.7% | +542.1% |
| All | +155.4% | -65.7% | +221.1% | +61.0% |
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