+698.1%
SPXL vs JEPI
+93.8%
+604.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | -0.4% |
| 7D | -2.5% | -1.0% | -1.5% | +1.5% |
| 30D | -4.2% | -1.4% | -2.8% | +1.5% |
| 3M | +8.1% | +3.5% | +4.6% | -5.9% |
| 6M | +35.6% | +1.9% | +33.7% | +26.6% |
| YTD | +28.8% | +4.4% | +24.4% | +9.4% |
| 1Y | +39.8% | +7.2% | +32.6% | +7.5% |
| 3Y | +221.4% | +29.8% | +191.6% | +26.8% |
| 5Y | +146.9% | +41.7% | +105.2% | -17.0% |
| All | +698.1% | +93.8% | +604.3% | -36.0% |
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