+183.6%
SPYM vs JEPI
+93.4%
+90.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.3% |
| 7D | -0.4% | -1.1% | +0.8% | +1.2% |
| 30D | -1.4% | -1.3% | -0.1% | +0.3% |
| 3M | +3.7% | +3.3% | +0.4% | -0.8% |
| 6M | +13.0% | +1.0% | +12.0% | +11.5% |
| YTD | +12.5% | +4.2% | +8.2% | +6.2% |
| 1Y | +18.6% | +7.9% | +10.7% | +6.8% |
| 3Y | +78.0% | +30.0% | +48.0% | +24.2% |
| 5Y | +82.3% | +40.9% | +41.4% | +14.7% |
| All | +183.6% | +93.4% | +90.1% | +7.4% |
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 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