+188.8%
SHEL vs JEPI
+41.5%
+147.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.3% |
| 7D | +4.1% | -1.0% | +5.1% | +4.9% |
| 30D | +8.4% | -1.4% | +9.8% | +9.6% |
| 3M | +13.7% | +3.5% | +10.2% | +10.4% |
| 6M | +12.7% | +1.9% | +10.8% | +10.7% |
| YTD | +35.3% | +4.4% | +30.9% | +30.1% |
| 1Y | +39.4% | +7.2% | +32.2% | +31.0% |
| 3Y | +71.5% | +29.8% | +41.7% | +36.2% |
| All | +188.8% | +41.5% | +147.3% | +107.9% |
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 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