+94.2%
JEPI vs SSNC
+53.1%
+41.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.2% |
| 7D | -1.0% | -4.0% | +3.0% | +0.1% |
| 30D | -1.4% | +0.5% | -1.9% | -1.6% |
| 3M | +3.5% | +18.9% | -15.4% | -1.6% |
| 6M | +1.9% | +10.8% | -8.9% | -1.4% |
| YTD | +4.4% | -7.1% | +11.6% | +6.1% |
| 1Y | +7.2% | -9.6% | +16.8% | +9.7% |
| 3Y | +29.8% | +51.1% | -21.3% | +12.8% |
| 5Y | +41.7% | +19.7% | +22.1% | +29.8% |
| All | +94.2% | +53.1% | +41.1% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 10y: compounded portfolio wealth divided by compounded SSNC 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…
10y analysis · Full analysis span regression · 6 months rolling