+230.2%
SLB vs JEPI
+101.0%
+129.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.3% |
| 7D | +2.6% | +2.9% | -0.4% | -1.4% |
| 30D | +4.4% | +2.6% | +1.8% | +0.6% |
| 3M | -2.7% | +2.2% | -5.0% | -5.9% |
| 6M | -7.5% | +7.6% | -15.1% | -16.8% |
| YTD | +34.8% | +8.3% | +26.5% | +20.5% |
| 1Y | +44.6% | +9.7% | +34.9% | +26.9% |
| 3Y | +3.2% | +36.7% | -33.5% | -31.8% |
| 5Y | +73.6% | +44.4% | +29.2% | +5.7% |
| All | +230.2% | +101.0% | +129.2% | -14.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling