+30.3%
JEPI vs SIMO
+457.3%
-427.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.2% | -6.8% | -0.9% |
| 7D | -0.2% | +14.6% | -14.8% | -0.9% |
| 30D | -0.6% | +6.2% | -6.8% | -1.0% |
| 3M | +4.8% | +3.6% | +1.2% | +3.8% |
| 6M | +2.1% | +130.8% | -128.7% | -6.3% |
| YTD | +4.8% | +195.8% | -190.9% | -7.2% |
| 1Y | +8.4% | +225.0% | -216.6% | -5.7% |
| All | +30.3% | +457.3% | -427.1% | -1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling