+15.4%
SOFI vs JEPI
+41.5%
-26.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | -1.1% |
| 7D | -4.9% | -1.0% | -3.9% | -2.5% |
| 30D | -3.5% | -1.4% | -2.0% | +0.2% |
| 3M | +3.9% | +3.5% | +0.3% | -4.4% |
| 6M | -6.5% | +1.9% | -8.5% | -10.6% |
| YTD | -33.8% | +4.4% | -38.3% | -40.7% |
| 1Y | -33.3% | +7.2% | -40.5% | -43.5% |
| 3Y | +94.6% | +29.8% | +64.8% | +12.2% |
| All | +15.4% | +41.5% | -26.1% | -42.3% |
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