+92.8%
JEPI vs SIMO
+503.6%
-410.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | -0.3% |
| 7D | -2.0% | +12.5% | -14.6% | -2.7% |
| 30D | -2.0% | +18.4% | -20.4% | -3.0% |
| 3M | +3.8% | +5.6% | -1.8% | +2.7% |
| 6M | +0.8% | +116.9% | -116.1% | -5.8% |
| YTD | +3.7% | +188.4% | -184.7% | -5.6% |
| 1Y | +7.1% | +221.3% | -214.2% | -3.6% |
| 3Y | +29.4% | +438.6% | -409.2% | +10.5% |
| 5Y | +40.8% | +287.9% | -247.2% | +21.4% |
| All | +92.8% | +503.6% | -410.8% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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