+93.8%
JEPI vs SEI
+1,265.2%
-1,171.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.8% | -6.4% | -0.8% |
| 7D | -1.1% | +28.2% | -29.4% | -2.3% |
| 30D | -1.3% | +15.5% | -16.7% | -2.0% |
| 3M | +3.3% | -1.4% | +4.7% | +3.0% |
| 6M | +1.0% | +37.4% | -36.4% | -1.2% |
| YTD | +4.2% | +47.8% | -43.6% | +1.3% |
| 1Y | +7.9% | +174.3% | -166.4% | +1.2% |
| 3Y | +30.0% | +598.5% | -568.4% | +13.2% |
| 5Y | +40.9% | +1,026.2% | -985.3% | +18.9% |
| All | +93.8% | +1,265.2% | -1,171.5% | +59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling