+123.5%
SAP vs JEPI
+100.7%
+22.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +0.6% | +2.7% | -2.1% | -2.8% |
| 30D | +6.5% | +2.5% | +4.0% | +2.8% |
| 3M | +12.2% | +1.9% | +10.3% | +9.1% |
| 6M | +46.1% | +7.7% | +38.3% | +32.1% |
| YTD | -1.6% | +8.2% | -9.8% | -11.7% |
| 1Y | -5.1% | +10.4% | -15.5% | -17.2% |
| 3Y | +68.4% | +36.5% | +31.8% | +9.6% |
| 5Y | +79.4% | +44.2% | +35.2% | +8.7% |
| All | +123.5% | +100.7% | +22.8% | -24.4% |
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