+10.6%
JEPI vs SEI
+18.6%
-8.0%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -16.9% | +18.6% | +1.9% |
| 7D | +1.5% | -16.4% | +17.9% | +1.7% |
| 30D | +3.6% | -22.9% | +26.4% | +3.8% |
| 3M | +2.3% | -0.3% | +2.6% | +2.0% |
| 6M | +5.6% | -22.3% | +28.0% | +5.7% |
| YTD | +7.5% | +26.2% | -18.7% | +4.9% |
| 1Y | +10.6% | +8.2% | +2.4% | +8.4% |
| All | +10.6% | +18.6% | -8.0% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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