+92.8%
JEPI vs SPXU
-96.8%
+189.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.2% |
| 7D | -2.0% | +6.4% | -8.4% | -0.9% |
| 30D | -2.0% | +5.9% | -8.0% | -0.9% |
| 3M | +3.8% | -11.7% | +15.5% | +1.8% |
| 6M | +0.8% | -28.7% | +29.5% | -4.5% |
| YTD | +3.7% | -26.4% | +30.1% | -1.0% |
| 1Y | +7.1% | -35.2% | +42.3% | +0.2% |
| 3Y | +29.4% | -79.8% | +109.2% | +2.7% |
| 5Y | +40.8% | -86.1% | +126.8% | +11.8% |
| All | +92.8% | -96.8% | +189.7% | +27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling