+94.9%
JEPI vs SAN
+774.1%
-679.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | -0.2% | +3.3% | -3.6% | -0.7% |
| 30D | -0.6% | +1.1% | -1.7% | -0.8% |
| 3M | +4.8% | +22.2% | -17.4% | +1.9% |
| 6M | +2.1% | +36.0% | -33.9% | -2.3% |
| YTD | +4.8% | +28.2% | -23.4% | +0.9% |
| 1Y | +8.4% | +54.1% | -45.7% | +1.8% |
| 3Y | +30.8% | +354.2% | -323.5% | +6.4% |
| 5Y | +41.0% | +387.3% | -346.3% | +11.3% |
| All | +94.9% | +774.1% | -679.2% | +46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling