+150.5%
SPMO vs JEPI
+41.5%
+109.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | -0.4% |
| 7D | -0.9% | -1.0% | +0.1% | +0.4% |
| 30D | -1.9% | -1.4% | -0.5% | -0.1% |
| 3M | -1.4% | +3.5% | -4.9% | -6.0% |
| 6M | +25.5% | +1.9% | +23.6% | +22.1% |
| YTD | +24.8% | +4.4% | +20.4% | +17.6% |
| 1Y | +24.5% | +7.2% | +17.3% | +13.1% |
| 3Y | +157.1% | +29.8% | +127.4% | +83.0% |
| All | +150.5% | +41.5% | +109.0% | +60.6% |
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