+52.7%
SWKS vs JBLU
-72.5%
+125.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.2% | +9.6% | +9.7% |
| 7D | +17.5% | -4.8% | +22.3% | +18.8% |
| 30D | +23.0% | -24.4% | +47.4% | +31.1% |
| 3M | +19.5% | -4.8% | +24.3% | +19.9% |
| 6M | +54.3% | -0.5% | +54.8% | +50.0% |
| YTD | +35.3% | -3.5% | +38.8% | +31.0% |
| 1Y | +17.9% | -13.6% | +31.5% | +16.6% |
| 3Y | -6.8% | -15.3% | +8.4% | -19.5% |
| 5Y | -45.4% | -70.1% | +24.7% | -39.0% |
| All | +52.7% | -72.5% | +125.1% | +59.1% |
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