+94.2%
JEPI vs SITM
+1,779.0%
-1,684.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.5% | -4.9% | +0.4% |
| 7D | -1.0% | +3.9% | -4.8% | -1.2% |
| 30D | -1.4% | -6.6% | +5.2% | -1.2% |
| 3M | +3.5% | -11.9% | +15.4% | +3.6% |
| 6M | +1.9% | +81.1% | -79.2% | -2.9% |
| YTD | +4.4% | +80.0% | -75.5% | -0.8% |
| 1Y | +7.2% | +145.8% | -138.6% | -0.7% |
| 3Y | +29.8% | +475.9% | -446.1% | +10.9% |
| 5Y | +41.7% | +189.2% | -147.5% | +21.2% |
| All | +94.2% | +1,779.0% | -1,684.8% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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