+94.9%
JEPI vs SPG
+437.0%
-342.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.8% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | -0.6% | -4.9% | +4.4% | +0.2% |
| 3M | +4.8% | +3.3% | +1.5% | +4.2% |
| 6M | +2.1% | +11.2% | -9.1% | +0.4% |
| YTD | +4.8% | +17.1% | -12.2% | +2.2% |
| 1Y | +8.4% | +21.6% | -13.1% | +5.1% |
| 3Y | +30.8% | +111.9% | -81.1% | +17.5% |
| 5Y | +41.0% | +106.9% | -66.0% | +25.7% |
| All | +94.9% | +437.0% | -342.1% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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