+28.9%
JEPI vs SGI
+50.3%
-21.4%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -0.1% |
| 7D | -2.0% | -4.9% | +2.9% | -1.3% |
| 30D | -2.0% | +1.6% | -3.6% | -2.3% |
| 3M | +3.8% | -3.2% | +7.0% | +4.0% |
| 6M | +0.8% | -16.0% | +16.9% | +2.8% |
| YTD | +3.7% | -25.4% | +29.1% | +7.4% |
| 1Y | +7.1% | -21.6% | +28.7% | +9.8% |
| All | +28.9% | +50.3% | -21.4% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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