+29.8%
JEPI vs SONY
+42.2%
-12.5%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.5% |
| 7D | -1.0% | -2.7% | +1.7% | -0.6% |
| 30D | -1.4% | +1.5% | -3.0% | -1.7% |
| 3M | +3.5% | +13.0% | -9.5% | +1.5% |
| 6M | +1.9% | +11.2% | -9.3% | -0.1% |
| YTD | +4.4% | -6.6% | +11.1% | +5.2% |
| 1Y | +7.2% | -18.1% | +25.3% | +10.3% |
| 3Y | +29.8% | +42.1% | -12.3% | +20.9% |
| All | +29.8% | +42.2% | -12.5% | +20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling