-43.6%
SWKS vs JBLU
-77.7%
+34.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.2% | -4.0% | +0.1% |
| 7D | -6.2% | +28.8% | -34.9% | -11.7% |
| 30D | -1.5% | -7.6% | +6.1% | -0.9% |
| 3M | +23.0% | -40.7% | +63.7% | +36.5% |
| 6M | +27.6% | -27.2% | +54.8% | +33.7% |
| YTD | +32.3% | -19.3% | +51.7% | +31.6% |
| 1Y | +20.1% | -13.6% | +33.8% | +17.3% |
| 3Y | +0.6% | -14.7% | +15.3% | -19.9% |
| All | -43.6% | -77.7% | +34.1% | -27.9% |
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