+1,385.7%
SMCI vs JEPI
+92.4%
+1,293.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -2.9% |
| 7D | -1.3% | -2.0% | +0.7% | +3.0% |
| 30D | +18.3% | -2.0% | +20.3% | +23.4% |
| 3M | +27.7% | +3.8% | +23.9% | +18.0% |
| 6M | +17.6% | +0.8% | +16.8% | +17.1% |
| YTD | +27.7% | +3.7% | +24.0% | +21.1% |
| 1Y | -14.9% | +7.1% | -22.0% | -24.2% |
| 3Y | +33.2% | +29.4% | +3.8% | -15.4% |
| 5Y | +921.6% | +40.8% | +880.8% | +474.0% |
| All | +1,385.7% | +92.4% | +1,293.2% | +351.9% |
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 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