+56.2%
SAP vs JEPI
+29.8%
+26.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.4% |
| 7D | -0.3% | -1.1% | +0.9% | +1.1% |
| 30D | +0.3% | -1.3% | +1.6% | +1.8% |
| 3M | +16.9% | +3.3% | +13.5% | +12.6% |
| 6M | +6.3% | +1.0% | +5.3% | +5.1% |
| YTD | -12.4% | +4.2% | -16.6% | -16.8% |
| 1Y | -21.6% | +7.9% | -29.6% | -28.6% |
| All | +56.2% | +29.8% | +26.4% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling