+96.1%
JEPI vs SIMO
+483.0%
-386.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.7% | -9.1% | -0.8% |
| 7D | -0.3% | +4.2% | -4.6% | -0.6% |
| 30D | +0.1% | +4.1% | -3.9% | -0.3% |
| 3M | +4.8% | -12.9% | +17.6% | +4.8% |
| 6M | +1.0% | +110.3% | -109.3% | -5.5% |
| YTD | +5.5% | +178.6% | -173.1% | -3.8% |
| 1Y | +9.2% | +220.0% | -210.8% | -1.8% |
| 3Y | +31.2% | +409.0% | -377.9% | +12.3% |
| 5Y | +41.4% | +277.3% | -236.0% | +22.1% |
| All | +96.1% | +483.0% | -386.9% | +62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling