+94.2%
JEPI vs SIRI
-31.8%
+126.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.6% |
| 7D | -1.0% | +0.6% | -1.5% | -1.0% |
| 30D | -1.4% | +2.5% | -3.9% | -1.7% |
| 3M | +3.5% | +6.6% | -3.1% | +2.9% |
| 6M | +1.9% | +32.9% | -30.9% | -0.7% |
| YTD | +4.4% | +50.5% | -46.0% | +0.5% |
| 1Y | +7.2% | +28.0% | -20.8% | +4.5% |
| 3Y | +29.8% | -22.4% | +52.2% | +28.8% |
| 5Y | +41.7% | -41.3% | +83.0% | +43.3% |
| All | +94.2% | -31.8% | +126.0% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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