+122.8%
SAP vs JEPI
+101.5%
+21.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -1.1% |
| 7D | -2.5% | -0.1% | -2.3% | -2.5% |
| 30D | +7.5% | +2.8% | +4.6% | +3.3% |
| 3M | +11.6% | +2.6% | +9.0% | +7.6% |
| 6M | +37.6% | +8.4% | +29.3% | +23.5% |
| YTD | -2.0% | +8.6% | -10.6% | -12.5% |
| 1Y | -6.4% | +10.4% | -16.8% | -18.3% |
| 3Y | +67.7% | +37.1% | +30.6% | +8.5% |
| 5Y | +75.7% | +45.5% | +30.2% | +5.0% |
| All | +122.8% | +101.5% | +21.2% | -25.1% |
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 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