+8.4%
JEPQ vs SEI
+18.6%
-10.2%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -16.9% | +17.8% | +2.9% |
| 7D | -4.9% | -16.4% | +11.5% | -3.2% |
| 30D | -6.7% | -22.9% | +16.2% | -4.5% |
| 3M | -3.0% | -0.3% | -2.7% | -4.4% |
| 6M | +1.4% | -22.3% | +23.7% | +2.2% |
| YTD | +6.5% | +26.2% | -19.7% | 0.0% |
| 1Y | +8.4% | +8.2% | +0.2% | +3.4% |
| All | +8.4% | +18.6% | -10.2% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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