+40.8%
JEPI vs SM
+108.0%
-67.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.5% |
| 7D | -2.0% | +2.1% | -4.2% | -2.2% |
| 30D | -2.0% | +18.1% | -20.1% | -3.2% |
| 3M | +3.8% | +17.0% | -13.2% | +2.3% |
| 6M | +0.8% | +55.4% | -54.6% | -3.3% |
| YTD | +3.7% | +108.6% | -104.8% | -3.3% |
| 1Y | +7.1% | +45.7% | -38.6% | +2.9% |
| 3Y | +29.4% | -0.3% | +29.7% | +25.4% |
| 5Y | +40.8% | +113.0% | -72.3% | +26.6% |
| All | +40.8% | +108.0% | -67.3% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling