+59.1%
SO vs JEPI
+39.8%
+19.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.3% |
| 7D | -1.1% | -2.0% | +0.9% | +0.3% |
| 30D | -3.7% | -2.0% | -1.7% | -2.4% |
| 3M | -5.9% | +3.8% | -9.7% | -8.4% |
| 6M | -7.3% | +0.8% | -8.2% | -7.9% |
| YTD | +3.1% | +3.7% | -0.6% | +0.3% |
| 1Y | -1.0% | +7.1% | -8.1% | -6.0% |
| 3Y | +43.2% | +29.4% | +13.9% | +15.0% |
| 5Y | +59.1% | +40.8% | +18.4% | +16.7% |
| All | +59.1% | +39.8% | +19.3% | +16.7% |
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