+1,125.4%
STX vs JBLU
-71.5%
+1,196.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.5% |
| 7D | +9.6% | -5.6% | +15.2% | +10.7% |
| 30D | +10.6% | -22.3% | +32.9% | +15.7% |
| 3M | +4.8% | -11.0% | +15.8% | +5.4% |
| 6M | +137.3% | -3.1% | +140.3% | +131.5% |
| YTD | +222.5% | -3.7% | +226.2% | +214.0% |
| 1Y | +366.2% | -14.8% | +381.0% | +361.8% |
| 3Y | +1,352.9% | -15.4% | +1,368.3% | +1,179.1% |
| All | +1,125.4% | -71.5% | +1,196.9% | +1,282.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling