+582.9%
SOXX vs JEPI
+93.8%
+489.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +0.5% |
| 7D | +1.4% | -1.0% | +2.4% | +3.4% |
| 30D | -3.6% | -1.4% | -2.2% | -1.0% |
| 3M | -10.2% | +3.5% | -13.7% | -16.5% |
| 6M | +54.2% | +1.9% | +52.3% | +48.2% |
| YTD | +75.2% | +4.4% | +70.8% | +60.8% |
| 1Y | +107.5% | +7.2% | +100.3% | +81.3% |
| 3Y | +226.8% | +29.8% | +197.0% | +104.0% |
| 5Y | +251.2% | +41.7% | +209.5% | +92.7% |
| All | +582.9% | +93.8% | +489.1% | +119.0% |
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