+94.2%
JEPI vs SFM
+186.1%
-92.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | -1.0% | -10.6% | +9.6% | -0.2% |
| 30D | -1.4% | -15.5% | +14.0% | -0.2% |
| 3M | +3.5% | -17.4% | +21.0% | +4.9% |
| 6M | +1.9% | -3.4% | +5.4% | +1.7% |
| YTD | +4.4% | -8.7% | +13.1% | +4.6% |
| 1Y | +7.2% | -47.2% | +54.4% | +12.2% |
| 3Y | +29.8% | +82.7% | -53.0% | +21.3% |
| 5Y | +41.7% | +214.3% | -172.6% | +26.2% |
| All | +94.2% | +186.1% | -92.0% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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