+139.3%
SLB vs JEPI
+40.2%
+99.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.7% |
| 7D | -1.9% | -1.1% | -0.7% | -0.4% |
| 30D | +7.8% | -1.3% | +9.1% | +9.5% |
| 3M | +2.7% | +3.3% | -0.7% | -1.8% |
| 6M | +22.2% | +1.0% | +21.2% | +20.5% |
| YTD | +51.1% | +4.2% | +46.9% | +43.2% |
| 1Y | +63.3% | +7.9% | +55.4% | +48.0% |
| 3Y | +2.4% | +30.0% | -27.6% | -24.7% |
| 5Y | +139.3% | +40.9% | +98.4% | +58.1% |
| All | +139.3% | +40.2% | +99.1% | +58.1% |
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