+30.8%
SOXX vs JEPI
+7.1%
+23.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -70.7% | -3.3% | -67.5% | -59.1% |
| 7D | -23.0% | -2.7% | -20.3% | +8.0% |
| 30D | -32.9% | -0.3% | -32.6% | -9.6% |
| 3M | -25.3% | -1.3% | -24.0% | +2.2% |
| 6M | -17.8% | +2.5% | -20.3% | +4.6% |
| YTD | +32.1% | +4.0% | +28.1% | +62.5% |
| 1Y | +30.8% | +6.8% | +24.0% | +51.1% |
| All | +30.8% | +7.1% | +23.7% | +51.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling