-52.0%
SWKS vs JBLU
-69.1%
+17.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.4% |
| 7D | +12.5% | -3.5% | +16.1% | +13.4% |
| 30D | +10.5% | -27.2% | +37.7% | +18.4% |
| 3M | -7.4% | -4.3% | -3.1% | -7.2% |
| 6M | +32.7% | -8.3% | +41.0% | +31.6% |
| YTD | +19.2% | +1.8% | +17.4% | +14.1% |
| 1Y | +2.4% | -9.0% | +11.4% | +0.1% |
| 3Y | -25.6% | -21.9% | -3.7% | -35.0% |
| All | -52.0% | -69.1% | +17.1% | -44.4% |
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