+94.2%
JEPI vs SPXU
-96.9%
+191.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | 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% | +12.8% | +2.0% |
| 6M | +1.9% | -30.7% | +32.6% | -4.0% |
| YTD | +4.4% | -28.1% | +32.6% | -0.7% |
| 1Y | +7.2% | -35.2% | +42.4% | +0.3% |
| 3Y | +29.8% | -79.9% | +109.7% | +2.9% |
| 5Y | +41.7% | -86.4% | +128.1% | +12.1% |
| All | +94.2% | -96.9% | +191.1% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 10y: compounded portfolio wealth divided by compounded SPXU 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…
10y analysis · Full analysis span regression · 6 months rolling