-3.1%
SE vs JEPI
+100.7%
-103.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.3% | +1.4% |
| 7D | -0.5% | +2.7% | -3.2% | -5.9% |
| 30D | -20.9% | +2.5% | -23.5% | -24.9% |
| 3M | -38.9% | +1.9% | -40.8% | -41.3% |
| 6M | -19.4% | +7.7% | -27.2% | -30.9% |
| YTD | -40.9% | +8.2% | -49.1% | -49.6% |
| 1Y | -46.2% | +10.4% | -56.6% | -56.0% |
| 3Y | +63.7% | +36.5% | +27.2% | -15.0% |
| 5Y | -77.9% | +44.2% | -122.1% | -89.2% |
| All | -3.1% | +100.7% | -103.8% | -69.5% |
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 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