+61.0%
SYF vs JEPI
+44.0%
+17.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +1.1% |
| 7D | -2.0% | +2.7% | -4.7% | -7.0% |
| 30D | +1.2% | +2.5% | -1.3% | -4.0% |
| 3M | -9.4% | +1.9% | -11.3% | -12.9% |
| 6M | +4.4% | +7.7% | -3.3% | -9.5% |
| YTD | -11.9% | +8.2% | -20.1% | -24.2% |
| 1Y | -0.4% | +10.4% | -10.8% | -17.5% |
| 3Y | +159.6% | +36.5% | +123.1% | +51.2% |
| All | +61.0% | +44.0% | +17.0% | -12.7% |
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