+288.9%
SPMO vs JEPI
+93.4%
+195.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.7% |
| 7D | +2.7% | -1.1% | +3.8% | +4.3% |
| 30D | +1.1% | -1.3% | +2.3% | +2.8% |
| 3M | +2.0% | +3.3% | -1.3% | -2.6% |
| 6M | +26.5% | +1.0% | +25.5% | +24.6% |
| YTD | +26.5% | +4.2% | +22.3% | +19.3% |
| 1Y | +27.9% | +7.9% | +20.0% | +15.0% |
| 3Y | +160.4% | +30.0% | +130.3% | +83.3% |
| 5Y | +151.5% | +40.9% | +110.6% | +60.1% |
| All | +288.9% | +93.4% | +195.5% | +47.8% |
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 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