+93.8%
JEPI vs SUI
+6.5%
+87.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.3% |
| 7D | -1.1% | -4.3% | +3.2% | -0.2% |
| 30D | -1.3% | -2.1% | +0.9% | -0.9% |
| 3M | +3.3% | -6.1% | +9.4% | +4.6% |
| 6M | +1.0% | -12.8% | +13.8% | +3.8% |
| YTD | +4.2% | -4.6% | +8.9% | +5.0% |
| 1Y | +7.9% | -7.7% | +15.6% | +9.4% |
| 3Y | +30.0% | +10.9% | +19.1% | +25.0% |
| 5Y | +40.9% | -32.4% | +73.3% | +49.5% |
| All | +93.8% | +6.5% | +87.3% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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