+92.8%
JEPI vs SPXS
-96.8%
+189.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.2% |
| 7D | -2.0% | +6.4% | -8.4% | -0.9% |
| 30D | -2.0% | +6.0% | -8.0% | -0.9% |
| 3M | +3.8% | -11.6% | +15.4% | +1.8% |
| 6M | +0.8% | -28.7% | +29.5% | -4.5% |
| YTD | +3.7% | -26.3% | +30.0% | -0.9% |
| 1Y | +7.1% | -34.9% | +42.0% | +0.3% |
| 3Y | +29.4% | -79.5% | +108.8% | +3.0% |
| 5Y | +40.8% | -85.9% | +126.7% | +12.1% |
| All | +92.8% | -96.8% | +189.6% | +27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling