+36.5%
SE vs JEPI
+93.8%
-57.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -2.8% |
| 7D | -5.2% | -1.0% | -4.2% | -3.3% |
| 30D | -17.1% | -1.4% | -15.6% | -14.6% |
| 3M | +24.0% | +3.5% | +20.4% | +15.3% |
| 6M | +21.0% | +1.9% | +19.0% | +16.6% |
| YTD | -16.7% | +4.4% | -21.2% | -23.6% |
| 1Y | -45.9% | +7.2% | -53.1% | -53.1% |
| 3Y | +177.8% | +29.8% | +148.1% | +61.1% |
| 5Y | -67.4% | +41.7% | -109.1% | -83.2% |
| All | +36.5% | +93.8% | -57.2% | -53.8% |
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