+96.4%
SAP vs JEPI
+93.8%
+2.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.7% |
| 7D | -4.1% | -1.0% | -3.1% | -2.8% |
| 30D | +1.1% | -1.4% | +2.5% | +3.0% |
| 3M | +26.1% | +3.5% | +22.6% | +20.6% |
| 6M | +9.8% | +1.9% | +7.9% | +7.0% |
| YTD | -13.6% | +4.4% | -18.0% | -18.6% |
| 1Y | -18.7% | +7.2% | -25.9% | -26.0% |
| 3Y | +54.1% | +29.8% | +24.4% | +7.8% |
| 5Y | +54.7% | +41.7% | +13.0% | -4.4% |
| All | +96.4% | +93.8% | +2.6% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 JEPI 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