+624.3%
SWKS vs JBLU
-67.0%
+691.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.2% | -4.0% | -0.2% |
| 7D | -6.2% | +28.8% | -34.9% | -13.2% |
| 30D | -1.5% | -7.6% | +6.1% | -1.2% |
| 3M | +23.0% | -40.7% | +63.7% | +39.3% |
| 6M | +27.6% | -27.2% | +54.8% | +34.6% |
| YTD | +32.3% | -19.3% | +51.7% | +31.1% |
| 1Y | +20.1% | -13.6% | +33.8% | +16.5% |
| 3Y | +0.6% | -14.7% | +15.3% | -16.4% |
| 5Y | -42.3% | -77.2% | +34.9% | -30.3% |
| 10Y | +35.9% | -78.4% | +114.4% | +44.0% |
| All | +624.3% | -67.0% | +691.3% | +395.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling