+30.8%
JEPI vs SWK
+15.2%
+15.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.2% |
| 7D | -0.2% | +0.1% | -0.4% | -0.3% |
| 30D | -0.6% | -8.9% | +8.3% | +0.8% |
| 3M | +4.8% | +20.5% | -15.7% | +1.5% |
| 6M | +2.1% | +27.1% | -25.0% | -2.3% |
| YTD | +4.8% | +30.2% | -25.3% | -0.3% |
| 1Y | +8.4% | +24.8% | -16.3% | +3.6% |
| 3Y | +30.8% | +16.3% | +14.5% | +24.2% |
| All | +30.8% | +15.2% | +15.6% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling