+29.9%
JEPI vs SN
+476.8%
-446.9%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.3% |
| 7D | -1.1% | -3.4% | +2.3% | -0.8% |
| 30D | -1.3% | -9.1% | +7.8% | -0.4% |
| 3M | +3.3% | +31.8% | -28.4% | +0.4% |
| 6M | +1.0% | +52.0% | -51.0% | -3.6% |
| YTD | +4.2% | +51.3% | -47.1% | -0.6% |
| 1Y | +7.9% | +46.9% | -38.9% | +3.0% |
| 3Y | +30.0% | +394.9% | -364.9% | +16.1% |
| All | +29.9% | +476.8% | -446.9% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling