+384.6%
SYF vs JEPI
+93.8%
+290.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | -0.6% |
| 7D | -4.9% | -1.0% | -3.9% | -3.0% |
| 30D | -4.3% | -1.4% | -2.9% | -1.5% |
| 3M | +5.5% | +3.5% | +2.0% | -1.1% |
| 6M | +17.5% | +1.9% | +15.6% | +13.7% |
| YTD | -7.8% | +4.4% | -12.2% | -14.8% |
| 1Y | +1.6% | +7.2% | -5.6% | -10.4% |
| 3Y | +154.8% | +29.8% | +125.0% | +62.7% |
| 5Y | +79.5% | +41.7% | +37.7% | -0.6% |
| All | +384.6% | +93.8% | +290.8% | +23.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling