+60.5%
JEPQ vs SWK
+50.7%
+9.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.3% | -1.1% |
| 7D | +3.4% | -1.4% | +4.8% | +3.7% |
| 30D | -5.6% | +25.5% | -31.1% | -9.5% |
| 3M | -4.2% | +11.8% | -15.9% | -6.2% |
| 6M | -0.2% | +48.7% | -48.9% | -7.5% |
| YTD | +6.7% | +57.2% | -50.5% | -2.7% |
| 1Y | +9.5% | +75.3% | -65.8% | -2.3% |
| 3Y | +60.5% | +51.9% | +8.6% | +43.2% |
| All | +60.5% | +50.7% | +9.8% | +43.2% |
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