+29.5%
JEPI vs SN
+368.4%
-338.9%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.2% |
| 7D | -1.1% | -3.4% | +2.3% | -0.8% |
| 30D | -1.3% | -9.1% | +7.8% | -0.3% |
| 3M | +3.3% | +31.8% | -28.4% | -0.2% |
| 6M | +1.0% | +52.0% | -51.0% | -4.5% |
| YTD | +4.2% | +51.3% | -47.1% | -1.5% |
| 1Y | +7.9% | +46.9% | -38.9% | +2.1% |
| All | +29.5% | +368.4% | -338.9% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 3y: compounded portfolio wealth divided by compounded SN 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…
3y analysis · Full analysis span regression · 6 months rolling