+10.6%
JEPI vs SM
+70.4%
-59.8%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -15.3% | +17.0% | +1.1% |
| 7D | +1.5% | -21.5% | +22.9% | +0.7% |
| 30D | +3.6% | -11.4% | +14.9% | +3.2% |
| 3M | +2.3% | +0.6% | +1.7% | +2.3% |
| 6M | +5.6% | +0.2% | +5.4% | +5.7% |
| YTD | +7.5% | +69.7% | -62.2% | +5.3% |
| 1Y | +10.6% | +71.6% | -61.0% | +8.4% |
| All | +10.6% | +70.4% | -59.8% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling