+693.8%
SPXL vs JEPI
+93.4%
+600.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | +0.9% |
| 7D | -1.3% | -1.1% | -0.2% | +3.4% |
| 30D | -5.0% | -1.3% | -3.7% | 0.0% |
| 3M | +7.6% | +3.3% | +4.2% | -5.4% |
| 6M | +33.6% | +1.0% | +32.6% | +29.4% |
| YTD | +28.1% | +4.2% | +23.9% | +9.6% |
| 1Y | +43.6% | +7.9% | +35.7% | +7.3% |
| 3Y | +225.8% | +30.0% | +195.8% | +27.3% |
| 5Y | +140.1% | +40.9% | +99.1% | -17.4% |
| All | +693.8% | +93.4% | +600.4% | -35.9% |
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