+17,056.4%
STX vs JBLU
-60.6%
+17,116.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.4% | +8.9% | +7.0% |
| 7D | +10.7% | +1.1% | +9.6% | +10.4% |
| 30D | +11.3% | -25.5% | +36.8% | +18.2% |
| 3M | +3.2% | -5.0% | +8.3% | +2.6% |
| 6M | +157.0% | +0.7% | +156.3% | +149.1% |
| YTD | +229.2% | -0.7% | +229.9% | +218.7% |
| 1Y | +381.8% | -12.7% | +394.6% | +376.3% |
| 3Y | +1,383.2% | -12.7% | +1,395.9% | +1,212.4% |
| 5Y | +1,144.9% | -69.3% | +1,214.2% | +1,256.5% |
| 10Y | +3,676.0% | -73.0% | +3,749.0% | +3,747.1% |
| All | +17,056.4% | -60.6% | +17,116.9% | +11,791.8% |
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