+94.9%
JEPI vs SM
+1,066.0%
-971.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.6% | -4.2% | -0.8% |
| 7D | -0.2% | -0.2% | -0.1% | -0.2% |
| 30D | -0.6% | +31.5% | -32.1% | -1.7% |
| 3M | +4.8% | +17.3% | -12.5% | +3.9% |
| 6M | +2.1% | +48.5% | -46.4% | 0.0% |
| YTD | +4.8% | +106.3% | -101.4% | +1.1% |
| 1Y | +8.4% | +47.3% | -38.9% | +6.0% |
| 3Y | +30.8% | -1.4% | +32.2% | +28.6% |
| 5Y | +41.0% | +114.0% | -73.1% | +36.0% |
| All | +94.9% | +1,066.0% | -971.1% | +80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling