+41.0%
JEPI vs SUI
-32.1%
+73.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.3% |
| 7D | -0.2% | -3.1% | +2.9% | +0.5% |
| 30D | -0.6% | -2.3% | +1.7% | -0.1% |
| 3M | +4.8% | -2.8% | +7.6% | +5.3% |
| 6M | +2.1% | -12.4% | +14.5% | +5.0% |
| YTD | +4.8% | -3.3% | +8.1% | +5.3% |
| 1Y | +8.4% | -5.8% | +14.3% | +9.5% |
| 3Y | +30.8% | +12.5% | +18.3% | +24.7% |
| 5Y | +41.0% | -32.9% | +73.8% | +55.0% |
| All | +41.0% | -32.1% | +73.1% | +55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling