-66.9%
SE vs JEPI
+39.8%
-106.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | +0.1% |
| 7D | -4.8% | -2.0% | -2.7% | -0.4% |
| 30D | -18.1% | -2.0% | -16.1% | -14.4% |
| 3M | +30.6% | +3.8% | +26.8% | +20.5% |
| 6M | +20.8% | +0.8% | +19.9% | +19.0% |
| YTD | -15.6% | +3.7% | -19.3% | -21.8% |
| 1Y | -44.2% | +7.1% | -51.3% | -51.9% |
| 3Y | +181.5% | +29.4% | +152.2% | +55.5% |
| 5Y | -66.9% | +40.8% | -107.7% | -84.2% |
| All | -66.9% | +39.8% | -106.8% | -84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling