+92.8%
JEPI vs SPYG
+195.5%
-102.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.2% |
| 7D | -2.0% | -1.8% | -0.2% | -1.3% |
| 30D | -2.0% | -1.9% | -0.1% | -1.3% |
| 3M | +3.8% | +5.2% | -1.4% | +1.6% |
| 6M | +0.8% | +15.6% | -14.7% | -5.2% |
| YTD | +3.7% | +12.4% | -8.7% | -1.5% |
| 1Y | +7.1% | +17.5% | -10.3% | -0.2% |
| 3Y | +29.4% | +98.1% | -68.7% | -3.7% |
| 5Y | +40.8% | +84.9% | -44.2% | +5.2% |
| All | +92.8% | +195.5% | -102.6% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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