+55.8%
SYK vs JEPI
+92.4%
-36.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.3% |
| 7D | -12.3% | -2.0% | -10.3% | -9.7% |
| 30D | -22.4% | -2.0% | -20.4% | -20.1% |
| 3M | -12.3% | +3.8% | -16.1% | -16.6% |
| 6M | -24.3% | +0.8% | -25.1% | -24.9% |
| YTD | -22.8% | +3.7% | -26.5% | -26.4% |
| 1Y | -28.8% | +7.1% | -35.9% | -35.1% |
| 3Y | -4.0% | +29.4% | -33.4% | -33.8% |
| 5Y | +3.8% | +40.8% | -36.9% | -36.0% |
| All | +55.8% | +92.4% | -36.7% | -50.0% |
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