+162.3%
SOXL vs JEPI
+41.5%
+120.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.5% | +1.2% |
| 7D | +3.9% | -1.0% | +4.9% | +10.1% |
| 30D | -14.3% | -1.4% | -12.9% | -7.8% |
| 3M | -45.6% | +3.5% | -49.2% | -57.4% |
| 6M | +117.2% | +1.9% | +115.3% | +93.0% |
| YTD | +189.8% | +4.4% | +185.4% | +128.3% |
| 1Y | +317.7% | +7.2% | +310.5% | +190.1% |
| 3Y | +478.6% | +29.8% | +448.9% | +95.6% |
| All | +162.3% | +41.5% | +120.8% | -14.9% |
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