-75.5%
SMR vs JEPI
+7.8%
-83.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.7% | -16.4% | -17.3% |
| 7D | -11.2% | -1.0% | -10.2% | -9.3% |
| 30D | -10.2% | -1.4% | -8.8% | -7.2% |
| 3M | -10.0% | +3.5% | -13.6% | -19.2% |
| 6M | -30.5% | +1.9% | -32.4% | -34.0% |
| YTD | -39.2% | +4.4% | -43.7% | -46.3% |
| 1Y | -75.5% | +7.2% | -82.7% | -80.4% |
| All | -75.5% | +7.8% | -83.3% | -80.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling