+135.9%
SHOP vs JEPI
+36.7%
+99.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.5% |
| 7D | -1.2% | +2.7% | -3.9% | -7.5% |
| 30D | -14.7% | +2.5% | -17.3% | -19.6% |
| 3M | -7.2% | +1.9% | -9.2% | -11.0% |
| 6M | +54.2% | +7.7% | +46.4% | +29.4% |
| YTD | -8.6% | +8.2% | -16.8% | -24.0% |
| 1Y | +0.5% | +10.4% | -9.9% | -20.5% |
| 3Y | +135.9% | +36.5% | +99.4% | +39.7% |
| All | +135.9% | +36.7% | +99.3% | +39.7% |
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