+41.8%
JEPI vs SHAK
-22.8%
+64.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | +0.4% |
| 7D | -1.0% | -8.3% | +7.3% | -0.2% |
| 30D | -1.4% | -12.6% | +11.2% | -0.2% |
| 3M | +3.5% | +9.1% | -5.6% | +2.4% |
| 6M | +1.9% | -31.2% | +33.2% | +4.5% |
| YTD | +4.4% | -21.6% | +26.0% | +5.5% |
| 1Y | +7.2% | -38.8% | +46.0% | +10.8% |
| 3Y | +29.8% | +0.6% | +29.2% | +24.9% |
| All | +41.8% | -22.8% | +64.6% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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