+327.2%
SMH vs JEPI
+41.5%
+285.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +0.2% |
| 7D | +0.3% | -1.0% | +1.3% | +2.2% |
| 30D | -2.8% | -1.4% | -1.4% | -0.2% |
| 3M | -6.7% | +3.5% | -10.3% | -13.0% |
| 6M | +41.8% | +1.9% | +39.8% | +36.4% |
| YTD | +57.9% | +4.4% | +53.4% | +45.2% |
| 1Y | +87.6% | +7.2% | +80.4% | +64.3% |
| 3Y | +282.9% | +29.8% | +253.2% | +138.6% |
| All | +327.2% | +41.5% | +285.7% | +135.0% |
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