+94.9%
JEPI vs SPY
+181.5%
-86.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | -0.2% | +0.5% | -0.8% | -0.5% |
| 30D | -0.6% | -0.9% | +0.4% | -0.1% |
| 3M | +4.8% | +3.9% | +0.9% | +2.5% |
| 6M | +2.1% | +14.5% | -12.4% | -5.5% |
| YTD | +4.8% | +12.9% | -8.1% | -2.2% |
| 1Y | +8.4% | +19.4% | -10.9% | -2.0% |
| 3Y | +30.8% | +78.5% | -47.7% | -5.8% |
| 5Y | +41.0% | +81.8% | -40.8% | -1.0% |
| All | +94.9% | +181.5% | -86.6% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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