+2.2%
SPGI vs JEPI
+40.2%
-38.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -1.8% |
| 7D | -3.1% | -1.1% | -2.0% | -1.5% |
| 30D | +2.0% | -1.3% | +3.3% | +3.9% |
| 3M | +4.3% | +3.3% | +1.0% | -0.1% |
| 6M | -0.2% | +1.0% | -1.2% | -1.5% |
| YTD | -14.8% | +4.2% | -19.0% | -19.5% |
| 1Y | -18.5% | +7.9% | -26.5% | -26.7% |
| 3Y | +16.0% | +30.0% | -14.1% | -20.1% |
| 5Y | +2.2% | +40.9% | -38.7% | -35.8% |
| All | +2.2% | +40.2% | -38.0% | -35.8% |
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 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