+9.7%
JEPI vs SUI
-4.1%
+13.8%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +2.9% | -3.8% | +6.8% | +3.4% |
| 30D | +2.6% | +3.9% | -1.4% | +1.9% |
| 3M | +2.2% | +0.2% | +2.0% | +2.1% |
| 6M | +7.6% | -4.2% | +11.8% | +8.0% |
| YTD | +8.3% | -2.5% | +10.8% | +8.4% |
| 1Y | +9.7% | -4.0% | +13.8% | +10.5% |
| All | +9.7% | -4.1% | +13.8% | +10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling