+29.8%
JEPI vs SEI
+594.6%
-564.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.1% | -4.4% | +0.5% |
| 7D | -1.0% | +22.6% | -23.6% | -1.8% |
| 30D | -1.4% | +9.1% | -10.5% | -1.8% |
| 3M | +3.5% | -11.3% | +14.9% | +3.7% |
| 6M | +1.9% | +22.0% | -20.1% | +0.4% |
| YTD | +4.4% | +47.3% | -42.8% | +1.8% |
| 1Y | +7.2% | +124.8% | -117.6% | +2.1% |
| 3Y | +29.8% | +591.3% | -561.5% | +16.6% |
| All | +29.8% | +594.6% | -564.8% | +16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling