+90.4%
JEPQ vs SWK
-12.2%
+102.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | +0.7% |
| 7D | +1.4% | -0.7% | +2.2% | +1.6% |
| 30D | +1.3% | -9.7% | +11.0% | +3.5% |
| 3M | +3.8% | +19.5% | -15.6% | -0.3% |
| 6M | +12.2% | +26.0% | -13.8% | +6.0% |
| YTD | +11.6% | +29.1% | -17.5% | +4.5% |
| 1Y | +19.9% | +23.7% | -3.8% | +13.0% |
| 3Y | +71.9% | +15.3% | +56.6% | +58.3% |
| All | +90.4% | -12.2% | +102.7% | +85.1% |
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