+120.0%
SO vs JEPI
+100.7%
+19.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | +1.4% | +2.7% | -1.4% | -0.7% |
| 30D | +4.7% | +2.5% | +2.2% | +2.6% |
| 3M | +1.7% | +1.9% | -0.3% | +0.1% |
| 6M | +2.2% | +7.7% | -5.6% | -3.7% |
| YTD | +10.0% | +8.2% | +1.8% | +3.1% |
| 1Y | +6.0% | +10.4% | -4.3% | -2.2% |
| 3Y | +54.1% | +36.5% | +17.6% | +16.0% |
| 5Y | +79.6% | +44.2% | +35.4% | +27.4% |
| All | +120.0% | +100.7% | +19.3% | +2.0% |
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 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