+94.2%
JEPI vs SCHG
+202.0%
-107.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.4% |
| 7D | -1.0% | -1.0% | 0.0% | -0.6% |
| 30D | -1.4% | -1.3% | -0.2% | -1.0% |
| 3M | +3.5% | +5.4% | -1.9% | +1.5% |
| 6M | +1.9% | +14.4% | -12.5% | -3.2% |
| YTD | +4.4% | +8.0% | -3.6% | +1.2% |
| 1Y | +7.2% | +12.7% | -5.5% | +2.1% |
| 3Y | +29.8% | +85.6% | -55.8% | +2.2% |
| 5Y | +41.7% | +85.5% | -43.8% | +8.7% |
| All | +94.2% | +202.0% | -107.9% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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