+94.6%
JEPI vs SWK
+11.8%
+82.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.1% |
| 7D | -2.0% | +11.0% | -13.0% | -3.8% |
| 30D | 0.0% | +30.1% | -30.1% | -4.4% |
| 3M | -0.8% | +14.7% | -15.4% | -3.2% |
| 6M | +3.2% | +44.5% | -41.3% | -3.4% |
| YTD | +4.7% | +59.4% | -54.7% | -4.2% |
| 1Y | +8.0% | +77.5% | -69.5% | -3.1% |
| 3Y | +32.3% | +49.5% | -17.2% | +19.1% |
| 5Y | +40.5% | -24.9% | +65.4% | +40.2% |
| All | +94.6% | +11.8% | +82.8% | +84.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling