-14.4%
SMR vs JEPI
+41.4%
-55.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.7% | -16.4% | -17.1% |
| 7D | -11.2% | -1.0% | -10.2% | -9.7% |
| 30D | -10.2% | -1.4% | -8.8% | -7.9% |
| 3M | -10.0% | +3.5% | -13.6% | -16.7% |
| 6M | -30.5% | +1.9% | -32.4% | -33.2% |
| YTD | -39.2% | +4.4% | -43.7% | -44.0% |
| 1Y | -75.5% | +7.2% | -82.7% | -78.5% |
| 3Y | +45.4% | +29.8% | +15.7% | +1.8% |
| All | -14.4% | +41.4% | -55.8% | -45.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling