+233.5%
SPOT vs JEPI
+30.1%
+203.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | -0.1% |
| 7D | -3.1% | -1.0% | -2.1% | -1.8% |
| 30D | +7.4% | -1.4% | +8.8% | +9.5% |
| 3M | +8.2% | +3.5% | +4.6% | +3.6% |
| 6M | +2.2% | +1.9% | +0.3% | -0.2% |
| YTD | -9.5% | +4.4% | -13.9% | -14.4% |
| 1Y | -23.8% | +7.2% | -31.0% | -30.6% |
| 3Y | +233.5% | +29.8% | +203.7% | +131.4% |
| All | +233.5% | +30.1% | +203.4% | +131.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling