+68.0%
SRE vs JEPI
+93.8%
-25.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.6% |
| 7D | -0.8% | -1.0% | +0.2% | +0.3% |
| 30D | -3.0% | -1.4% | -1.6% | -1.5% |
| 3M | -8.3% | +3.5% | -11.9% | -11.9% |
| 6M | -8.9% | +1.9% | -10.8% | -11.0% |
| YTD | -4.3% | +4.4% | -8.7% | -9.0% |
| 1Y | +2.7% | +7.2% | -4.5% | -5.2% |
| 3Y | +28.7% | +29.8% | -1.1% | -4.8% |
| 5Y | +47.1% | +41.7% | +5.4% | -2.5% |
| All | +68.0% | +93.8% | -25.7% | -32.5% |
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 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