+40.9%
JEPI vs SIMO
+312.7%
-271.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.7% |
| 7D | -1.1% | +14.5% | -15.6% | -1.9% |
| 30D | -1.3% | +20.4% | -21.7% | -2.4% |
| 3M | +3.3% | +7.1% | -3.8% | +2.2% |
| 6M | +1.0% | +129.2% | -128.2% | -6.2% |
| YTD | +4.2% | +201.9% | -197.7% | -5.9% |
| 1Y | +7.9% | +235.5% | -227.6% | -3.7% |
| 3Y | +30.0% | +463.8% | -433.8% | +9.4% |
| 5Y | +40.9% | +306.7% | -265.8% | +21.2% |
| All | +40.9% | +312.7% | -271.8% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling