+6.8%
JEPI vs SONY
-1.3%
+8.1%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.1% | -9.4% | -3.7% |
| 7D | -2.7% | +8.1% | -10.8% | -3.3% |
| 30D | -0.3% | +15.5% | -15.7% | -1.6% |
| 3M | -1.3% | +22.7% | -24.0% | -3.3% |
| 6M | +2.5% | +36.9% | -34.4% | -1.3% |
| YTD | +4.0% | +7.6% | -3.6% | +3.2% |
| 1Y | +6.8% | -1.9% | +8.8% | +7.4% |
| All | +6.8% | -1.3% | +8.1% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 1y: compounded portfolio wealth divided by compounded SONY 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…
1y analysis · Full analysis span regression · 6 months rolling