+41.1%
SOFI vs JEPI
+62.6%
-21.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | +0.5% |
| 7D | -7.0% | -2.0% | -5.0% | -2.4% |
| 30D | -4.3% | -2.0% | -2.3% | +0.5% |
| 3M | +8.4% | +3.8% | +4.7% | -0.1% |
| 6M | -5.9% | +0.8% | -6.7% | -7.3% |
| YTD | -34.3% | +3.7% | -38.0% | -39.6% |
| 1Y | -32.6% | +7.1% | -39.7% | -42.0% |
| 3Y | +101.3% | +29.4% | +71.9% | +23.8% |
| 5Y | +12.6% | +40.8% | -28.2% | -38.2% |
| All | +41.1% | +62.6% | -21.5% | -33.0% |
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 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