+29.8%
JEPI vs SBAC
-9.4%
+39.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.5% |
| 7D | -1.0% | -2.1% | +1.1% | -0.8% |
| 30D | -1.4% | +2.0% | -3.4% | -1.6% |
| 3M | +3.5% | -8.3% | +11.8% | +4.3% |
| 6M | +1.9% | +0.3% | +1.6% | +1.6% |
| YTD | +4.4% | -2.2% | +6.6% | +4.4% |
| 1Y | +7.2% | -4.6% | +11.8% | +7.4% |
| 3Y | +29.8% | -8.3% | +38.1% | +30.3% |
| All | +29.8% | -9.4% | +39.1% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 3y: compounded portfolio wealth divided by compounded SBAC 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…
3y analysis · Full analysis span regression · 6 months rolling