+41.5%
JEPI vs S
-71.0%
+112.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | -1.1% | -1.2% | +0.1% | -1.1% |
| 30D | -1.3% | -12.6% | +11.3% | -0.6% |
| 3M | +3.3% | +27.6% | -24.2% | +1.5% |
| 6M | +1.0% | +35.5% | -34.5% | -1.5% |
| YTD | +4.2% | +29.6% | -25.4% | +1.8% |
| 1Y | +7.9% | +8.1% | -0.2% | +6.5% |
| 3Y | +30.0% | +14.8% | +15.3% | +26.1% |
| All | +41.5% | -71.0% | +112.4% | +42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling