-12.8%
SHOP vs JEPI
+41.5%
-54.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | -0.1% |
| 7D | -11.2% | -1.0% | -10.2% | -8.7% |
| 30D | -14.4% | -1.4% | -13.0% | -10.9% |
| 3M | +16.6% | +3.5% | +13.0% | +6.8% |
| 6M | -0.6% | +1.9% | -2.5% | -5.1% |
| YTD | -20.0% | +4.4% | -24.4% | -28.4% |
| 1Y | -11.2% | +7.2% | -18.4% | -25.6% |
| 3Y | +99.5% | +29.8% | +69.7% | +4.9% |
| All | -12.8% | +41.5% | -54.3% | -61.4% |
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