+41.8%
JEPI vs SPXS
-86.0%
+127.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +0.2% |
| 7D | -1.0% | +2.5% | -3.5% | -0.5% |
| 30D | -1.4% | +4.2% | -5.6% | -0.6% |
| 3M | +3.5% | -9.3% | +12.9% | +2.0% |
| 6M | +1.9% | -30.7% | +32.6% | -4.2% |
| YTD | +4.4% | -28.1% | +32.5% | -0.9% |
| 1Y | +7.2% | -35.1% | +42.3% | +0.1% |
| 3Y | +29.8% | -79.6% | +109.3% | +2.1% |
| All | +41.8% | -86.0% | +127.8% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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