+1.9%
SLB vs JEPI
+37.3%
-35.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.2% | +0.7% |
| 7D | -1.2% | -0.1% | -1.0% | -1.0% |
| 30D | +4.5% | +2.8% | +1.7% | +0.1% |
| 3M | -4.6% | +2.6% | -7.2% | -8.4% |
| 6M | -6.3% | +8.4% | -14.6% | -17.3% |
| YTD | +35.0% | +8.6% | +26.3% | +18.9% |
| 1Y | +38.8% | +10.4% | +28.4% | +19.2% |
| All | +1.9% | +37.3% | -35.3% | -32.9% |
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 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