+40.8%
JEPI vs SBAC
-45.4%
+86.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.4% | -0.1% |
| 7D | -2.0% | -5.3% | +3.2% | -1.2% |
| 30D | -2.0% | +0.4% | -2.4% | -2.1% |
| 3M | +3.8% | -11.9% | +15.7% | +5.7% |
| 6M | +0.8% | -4.5% | +5.3% | +1.0% |
| YTD | +3.7% | -4.3% | +8.1% | +3.7% |
| 1Y | +7.1% | -3.9% | +11.0% | +6.9% |
| 3Y | +29.4% | -11.0% | +40.4% | +29.1% |
| 5Y | +40.8% | -44.1% | +84.8% | +55.6% |
| All | +40.8% | -45.4% | +86.1% | +55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling