+63.7%
SE vs JEPI
+36.7%
+27.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.3% | +1.4% |
| 7D | -0.5% | +2.7% | -3.2% | -5.0% |
| 30D | -20.9% | +2.5% | -23.5% | -24.2% |
| 3M | -38.9% | +1.9% | -40.8% | -40.8% |
| 6M | -19.4% | +7.7% | -27.2% | -29.1% |
| YTD | -40.9% | +8.2% | -49.1% | -48.1% |
| 1Y | -46.2% | +10.4% | -56.6% | -54.3% |
| 3Y | +63.7% | +36.5% | +27.2% | +70.9% |
| All | +63.7% | +36.7% | +27.0% | +70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling