+47.4%
SPGI vs JEPI
+92.4%
-45.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.2% |
| 7D | -8.9% | -2.0% | -6.9% | -6.2% |
| 30D | +0.6% | -2.0% | +2.7% | +3.6% |
| 3M | +2.0% | +3.8% | -1.8% | -3.0% |
| 6M | +0.1% | +0.8% | -0.7% | -1.0% |
| YTD | -16.4% | +3.7% | -20.1% | -20.5% |
| 1Y | -18.9% | +7.1% | -26.0% | -26.4% |
| 3Y | +13.8% | +29.4% | -15.6% | -21.6% |
| 5Y | +0.5% | +40.8% | -40.2% | -37.8% |
| All | +47.4% | +92.4% | -45.0% | -46.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling