+107.6%
SO vs JEPI
+93.4%
+14.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.3% |
| 7D | 0.0% | -1.1% | +1.2% | +0.9% |
| 30D | -2.5% | -1.3% | -1.2% | -1.5% |
| 3M | -4.2% | +3.3% | -7.5% | -6.6% |
| 6M | -7.7% | +1.0% | -8.7% | -8.4% |
| YTD | +3.8% | +4.2% | -0.4% | +0.3% |
| 1Y | +0.1% | +7.9% | -7.9% | -6.1% |
| 3Y | +44.2% | +30.0% | +14.2% | +13.2% |
| 5Y | +57.9% | +40.9% | +16.9% | +13.6% |
| All | +107.6% | +93.4% | +14.2% | -0.8% |
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