-94.8%
SQQQ vs JEPI
+41.5%
-136.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | +0.5% |
| 7D | +1.8% | -1.0% | +2.8% | -2.6% |
| 30D | +4.2% | -1.4% | +5.6% | -2.3% |
| 3M | -3.3% | +3.5% | -6.8% | +13.7% |
| 6M | -43.6% | +1.9% | -45.6% | -37.2% |
| YTD | -41.9% | +4.4% | -46.3% | -26.9% |
| 1Y | -50.6% | +7.2% | -57.8% | -29.0% |
| 3Y | -89.3% | +29.8% | -119.1% | -48.5% |
| All | -94.8% | +41.5% | -136.3% | -42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling