+94.2%
JEPI vs SAN
+779.9%
-685.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +0.4% |
| 7D | -1.0% | +0.2% | -1.2% | -1.0% |
| 30D | -1.4% | +0.9% | -2.4% | -1.6% |
| 3M | +3.5% | +19.1% | -15.6% | +1.1% |
| 6M | +1.9% | +33.2% | -31.3% | -2.2% |
| YTD | +4.4% | +29.1% | -24.7% | +0.4% |
| 1Y | +7.2% | +50.2% | -43.0% | +0.9% |
| 3Y | +29.8% | +351.0% | -321.3% | +5.6% |
| 5Y | +41.7% | +394.7% | -352.9% | +11.7% |
| All | +94.2% | +779.9% | -685.8% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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