+744.5%
SMH vs JEPI
+92.4%
+652.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -1.5% |
| 7D | +1.4% | -2.0% | +3.4% | +5.3% |
| 30D | -2.2% | -2.0% | -0.2% | +1.4% |
| 3M | -1.9% | +3.8% | -5.6% | -8.7% |
| 6M | +41.0% | +0.8% | +40.2% | +38.5% |
| YTD | +55.6% | +3.7% | +51.9% | +45.2% |
| 1Y | +86.8% | +7.1% | +79.7% | +64.3% |
| 3Y | +277.7% | +29.4% | +248.3% | +139.5% |
| 5Y | +324.2% | +40.8% | +283.4% | +138.4% |
| All | +744.5% | +92.4% | +652.1% | +180.1% |
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 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