+56.8%
SAP vs JEPI
+41.6%
+15.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -0.9% |
| 7D | -0.3% | -0.2% | 0.0% | +0.1% |
| 30D | +2.6% | -0.6% | +3.2% | +3.4% |
| 3M | +16.3% | +4.8% | +11.5% | +9.7% |
| 6M | +6.4% | +2.1% | +4.3% | +3.6% |
| YTD | -11.4% | +4.8% | -16.3% | -16.7% |
| 1Y | -20.4% | +8.4% | -28.9% | -28.3% |
| 3Y | +56.5% | +30.8% | +25.7% | +10.3% |
| 5Y | +56.8% | +41.0% | +15.8% | -0.5% |
| All | +56.8% | +41.6% | +15.2% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling