+338.3%
SU vs JEPI
+41.5%
+296.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.8% |
| 7D | +2.2% | -1.0% | +3.2% | +3.2% |
| 30D | +8.4% | -1.4% | +9.9% | +9.9% |
| 3M | +12.1% | +3.5% | +8.5% | +7.9% |
| 6M | +19.7% | +1.9% | +17.7% | +16.7% |
| YTD | +58.4% | +4.4% | +54.0% | +50.3% |
| 1Y | +67.2% | +7.2% | +60.0% | +54.0% |
| 3Y | +125.0% | +29.8% | +95.3% | +66.4% |
| All | +338.3% | +41.5% | +296.8% | +192.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 JEPI 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