+1,174.7%
SOXL vs JEPI
+92.4%
+1,082.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.5% | -7.5% | -5.2% |
| 7D | +8.5% | -2.0% | +10.5% | +21.7% |
| 30D | -13.0% | -2.0% | -10.9% | -3.2% |
| 3M | -35.9% | +3.8% | -39.7% | -49.8% |
| 6M | +112.1% | +0.8% | +111.2% | +101.1% |
| YTD | +175.4% | +3.7% | +171.7% | +127.0% |
| 1Y | +304.9% | +7.1% | +297.8% | +184.8% |
| 3Y | +448.6% | +29.4% | +419.2% | +95.1% |
| 5Y | +156.1% | +40.8% | +115.3% | -12.0% |
| All | +1,174.7% | +92.4% | +1,082.3% | -6.8% |
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