+46.5%
JEPI vs S
-57.1%
+103.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -1.0% | -0.7% | -0.3% | -1.0% |
| 30D | -1.4% | -11.4% | +10.0% | -0.8% |
| 3M | +3.5% | +33.8% | -30.3% | +1.5% |
| 6M | +1.9% | +39.5% | -37.5% | -0.6% |
| YTD | +4.4% | +31.7% | -27.2% | +2.1% |
| 1Y | +7.2% | +7.0% | +0.2% | +5.9% |
| 3Y | +29.8% | +11.8% | +18.0% | +26.4% |
| 5Y | +41.7% | -69.0% | +110.7% | +40.9% |
| All | +46.5% | -57.1% | +103.5% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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