+90.4%
JEPQ vs SWKS
-24.5%
+115.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.9% | -0.5% |
| 7D | +1.4% | +11.8% | -10.4% | -1.3% |
| 30D | +1.3% | +6.7% | -5.4% | -0.3% |
| 3M | +3.8% | 0.0% | +3.8% | +3.3% |
| 6M | +12.2% | +38.7% | -26.6% | +1.5% |
| YTD | +11.6% | +21.4% | -9.8% | +4.0% |
| 1Y | +19.9% | +2.9% | +17.0% | +16.3% |
| 3Y | +71.9% | -16.4% | +88.3% | +66.1% |
| All | +90.4% | -24.5% | +115.0% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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