+104.7%
SAP vs JEPI
+95.7%
+9.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.4% |
| 7D | -2.9% | -0.3% | -2.6% | -2.4% |
| 30D | +9.0% | +0.1% | +8.9% | +8.8% |
| 3M | +14.9% | +4.8% | +10.2% | +8.2% |
| 6M | +11.9% | +1.0% | +10.9% | +10.4% |
| YTD | -9.9% | +5.5% | -15.4% | -16.2% |
| 1Y | -19.5% | +9.2% | -28.7% | -28.6% |
| 3Y | +61.8% | +31.2% | +30.6% | +11.5% |
| 5Y | +56.2% | +41.4% | +14.8% | -2.8% |
| All | +104.7% | +95.7% | +9.0% | -28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling