+9.3%
JEPI vs SWK
+79.5%
-70.2%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.8% | -0.8% | +1.7% |
| 7D | +0.3% | +10.7% | -10.3% | -1.0% |
| 30D | +1.4% | +33.3% | -31.9% | -2.4% |
| 3M | +1.3% | +14.7% | -13.4% | -0.6% |
| 6M | +6.3% | +48.5% | -42.2% | +0.5% |
| YTD | +6.8% | +63.9% | -57.1% | -1.4% |
| All | +9.3% | +79.5% | -70.2% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 1y: compounded portfolio wealth divided by compounded SWK 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…
1y analysis · Full analysis span regression · 6 months rolling