+71.4%
SRE vs JEPI
+93.4%
-22.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | +0.1% |
| 7D | +1.5% | -1.1% | +2.6% | +2.7% |
| 30D | +0.8% | -1.3% | +2.1% | +2.2% |
| 3M | -5.8% | +3.3% | -9.1% | -9.3% |
| 6M | -7.8% | +1.0% | -8.8% | -9.0% |
| YTD | -2.4% | +4.2% | -6.6% | -7.0% |
| 1Y | +8.9% | +7.9% | +1.0% | -0.3% |
| 3Y | +31.1% | +30.0% | +1.0% | -3.2% |
| 5Y | +48.6% | +40.9% | +7.7% | -0.8% |
| All | +71.4% | +93.4% | -22.0% | -31.0% |
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