+51.0%
SWKS vs JBLU
-80.2%
+131.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -5.2% | +8.0% | +3.9% |
| 7D | +10.9% | +9.2% | +1.7% | +8.5% |
| 30D | +17.6% | +13.7% | +3.9% | +12.5% |
| 3M | +29.2% | -34.1% | +63.3% | +40.0% |
| 6M | +37.0% | -19.5% | +56.4% | +40.0% |
| YTD | +44.9% | -16.3% | +61.2% | +42.8% |
| 1Y | +33.8% | -13.4% | +47.2% | +30.7% |
| 3Y | +10.2% | -1.6% | +11.8% | -10.3% |
| 5Y | -37.0% | -74.9% | +37.9% | -27.5% |
| All | +51.0% | -80.2% | +131.2% | +74.8% |
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 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