+3,343.4%
STX vs JBLU
-72.4%
+3,415.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -4.0% | -3.8% |
| 7D | -2.3% | -5.0% | +2.7% | -1.3% |
| 30D | -5.5% | -23.9% | +18.4% | -0.4% |
| 3M | -4.3% | -11.6% | +7.3% | -3.5% |
| 6M | +115.6% | -0.2% | +115.8% | +109.4% |
| YTD | +202.2% | -3.3% | +205.5% | +194.3% |
| 1Y | +325.3% | -15.4% | +340.7% | +322.7% |
| 3Y | +1,283.9% | -14.7% | +1,298.6% | +1,129.1% |
| 5Y | +1,048.3% | -70.0% | +1,118.3% | +1,157.1% |
| All | +3,343.4% | -72.4% | +3,415.8% | +3,547.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling