+7.5%
SMR vs JEPI
+41.1%
-33.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -2.1% |
| 7D | +13.1% | -1.1% | +14.2% | +15.6% |
| 30D | +17.8% | -1.3% | +19.0% | +20.7% |
| 3M | +8.1% | +3.3% | +4.8% | +0.9% |
| 6M | -11.1% | +1.0% | -12.1% | -12.8% |
| YTD | -23.7% | +4.2% | -27.9% | -29.2% |
| 1Y | -69.4% | +7.9% | -77.3% | -73.4% |
| 3Y | +82.6% | +30.0% | +52.6% | +28.1% |
| All | +7.5% | +41.1% | -33.7% | -31.0% |
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 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