-22.1%
SQQQ vs JEPI
+7.1%
-29.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.2% | -3.3% | +22.5% | +7.3% |
| 7D | +31.0% | -2.7% | +33.6% | +20.6% |
| 30D | +55.7% | -0.3% | +55.9% | +55.2% |
| 3M | +31.2% | -1.3% | +32.6% | +27.2% |
| 6M | +5.1% | +2.5% | +2.6% | +16.6% |
| YTD | -24.9% | +4.0% | -28.8% | -7.7% |
| 1Y | -22.1% | +6.8% | -28.9% | +8.5% |
| All | -22.1% | +7.1% | -29.1% | +8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling