+18.4%
JEPQ vs SWKS
+15.6%
+2.8%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +9.8% | -10.6% | -1.9% |
| 7D | -0.7% | +17.5% | -18.2% | -2.6% |
| 30D | +0.6% | +23.0% | -22.4% | -2.0% |
| 3M | +5.8% | +19.5% | -13.8% | +3.2% |
| 6M | +9.7% | +54.3% | -44.7% | +3.3% |
| YTD | +10.5% | +35.3% | -24.7% | +5.7% |
| 1Y | +18.4% | +17.9% | +0.5% | +15.2% |
| All | +18.4% | +15.6% | +2.8% | +15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling