+23.6%
SWKS vs JBLU
-10.7%
+34.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.7% | -0.3% |
| 7D | -3.1% | +25.8% | -28.9% | -5.8% |
| 30D | +8.3% | +4.2% | +4.2% | +7.7% |
| 3M | +20.2% | -29.1% | +49.3% | +25.8% |
| 6M | +24.9% | -21.7% | +46.7% | +28.4% |
| YTD | +33.2% | -12.1% | +45.2% | +29.3% |
| 1Y | +23.6% | -9.3% | +32.9% | +15.5% |
| All | +23.6% | -10.7% | +34.3% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling