+77.5%
SO vs JEPI
+44.7%
+32.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.3% |
| 7D | -0.9% | +2.9% | -3.9% | -2.9% |
| 30D | +4.9% | +2.6% | +2.4% | +3.0% |
| 3M | +0.8% | +2.2% | -1.5% | -0.9% |
| 6M | +0.6% | +7.6% | -7.0% | -4.7% |
| YTD | +8.7% | +8.3% | +0.3% | +2.4% |
| 1Y | +4.0% | +9.7% | -5.8% | -3.0% |
| 3Y | +50.6% | +36.7% | +13.9% | +15.5% |
| 5Y | +77.5% | +44.4% | +33.1% | +27.6% |
| All | +77.5% | +44.7% | +32.8% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling