+90.4%
JEPQ vs SUI
-18.5%
+108.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | +1.4% | -3.1% | +4.6% | +2.0% |
| 30D | +1.3% | -2.3% | +3.6% | +1.7% |
| 3M | +3.8% | -2.8% | +6.7% | +4.1% |
| 6M | +12.2% | -12.4% | +24.5% | +14.7% |
| YTD | +11.6% | -3.3% | +14.9% | +11.7% |
| 1Y | +19.9% | -5.8% | +25.7% | +20.6% |
| 3Y | +71.9% | +12.5% | +59.4% | +62.4% |
| All | +90.4% | -18.5% | +108.9% | +107.8% |
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 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