+59.5%
SCHW vs JEPI
+41.5%
+18.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -1.0% |
| 7D | -1.9% | -1.0% | -0.9% | -0.5% |
| 30D | -1.6% | -1.4% | -0.2% | +0.3% |
| 3M | +21.3% | +3.5% | +17.7% | +15.6% |
| 6M | +16.5% | +1.9% | +14.6% | +13.3% |
| YTD | +8.4% | +4.4% | +4.0% | +1.8% |
| 1Y | +15.6% | +7.2% | +8.4% | +4.6% |
| 3Y | +86.8% | +29.8% | +57.1% | +27.1% |
| All | +59.5% | +41.5% | +18.0% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 5y: compounded portfolio wealth divided by compounded JEPI 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…
5y analysis · Full analysis span regression · 6 months rolling