+92.8%
JEPI vs SSNC
+50.5%
+42.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -2.0% | -6.7% | +4.7% | -0.2% |
| 30D | -2.0% | -0.8% | -1.2% | -1.9% |
| 3M | +3.8% | +16.1% | -12.3% | -0.7% |
| 6M | +0.8% | +7.9% | -7.1% | -1.8% |
| YTD | +3.7% | -8.7% | +12.4% | +5.9% |
| 1Y | +7.1% | -9.5% | +16.6% | +9.5% |
| 3Y | +29.4% | +47.7% | -18.3% | +13.2% |
| 5Y | +40.8% | +17.6% | +23.1% | +29.5% |
| All | +92.8% | +50.5% | +42.3% | +64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling