+101.9%
JEPI vs SUI
+9.6%
+92.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | -0.1% | -2.4% | +2.3% | +0.4% |
| 30D | +2.8% | +3.3% | -0.5% | +2.0% |
| 3M | +2.6% | +0.7% | +1.9% | +2.3% |
| 6M | +8.4% | -4.1% | +12.5% | +9.0% |
| YTD | +8.6% | -1.8% | +10.4% | +8.6% |
| 1Y | +10.4% | -4.1% | +14.4% | +10.9% |
| 3Y | +37.1% | +17.4% | +19.7% | +30.1% |
| 5Y | +45.5% | -27.0% | +72.5% | +52.0% |
| All | +101.9% | +9.6% | +92.3% | +96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling