+74.5%
JEPQ vs SWK
+8.4%
+66.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.5% | +1.2% |
| 7D | -5.6% | +11.0% | -16.7% | -7.8% |
| 30D | -11.3% | +30.1% | -41.4% | -16.3% |
| 3M | -6.5% | +14.7% | -21.2% | -9.4% |
| 6M | -3.6% | +44.5% | -48.1% | -11.4% |
| YTD | +2.2% | +59.4% | -57.1% | -8.6% |
| 1Y | +4.8% | +77.5% | -72.8% | -8.7% |
| 3Y | +56.3% | +49.5% | +6.8% | +35.8% |
| All | +74.5% | +8.4% | +66.1% | +61.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling