+93.8%
JEPI vs SMTC
+243.1%
-149.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.6% |
| 7D | -1.1% | +22.5% | -23.6% | -2.5% |
| 30D | -1.3% | +24.9% | -26.2% | -3.0% |
| 3M | +3.3% | +4.1% | -0.7% | +2.2% |
| 6M | +1.0% | +92.6% | -91.6% | -5.4% |
| YTD | +4.2% | +122.5% | -118.2% | -3.6% |
| 1Y | +7.9% | +166.2% | -158.3% | -2.0% |
| 3Y | +30.0% | +577.2% | -547.1% | +3.5% |
| 5Y | +40.9% | +119.0% | -78.0% | +24.8% |
| All | +93.8% | +243.1% | -149.3% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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