+82.2%
JEPQ vs SUI
-17.0%
+99.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -2.0% | -1.2% |
| 7D | +3.4% | -1.5% | +4.9% | +3.6% |
| 30D | -5.6% | +3.7% | -9.4% | -6.3% |
| 3M | -4.2% | -0.4% | -3.8% | -4.3% |
| 6M | -0.2% | -2.8% | +2.6% | -0.1% |
| YTD | +6.7% | -1.6% | +8.3% | +6.4% |
| 1Y | +9.5% | -2.1% | +11.5% | +9.2% |
| 3Y | +60.5% | +18.5% | +42.1% | +49.6% |
| All | +82.2% | -17.0% | +99.2% | +97.9% |
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