+235.1%
SLB vs JEPI
+100.7%
+134.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.7% |
| 7D | +3.5% | +2.7% | +0.8% | -0.2% |
| 30D | +6.5% | +2.5% | +4.0% | +2.7% |
| 3M | -0.2% | +1.9% | -2.2% | -3.1% |
| 6M | -5.7% | +7.7% | -13.5% | -15.3% |
| YTD | +36.8% | +8.2% | +28.7% | +22.5% |
| 1Y | +45.8% | +10.4% | +35.4% | +26.9% |
| 3Y | +3.4% | +36.5% | -33.2% | -31.5% |
| 5Y | +76.1% | +44.2% | +31.9% | +7.5% |
| All | +235.1% | +100.7% | +134.4% | -13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling