-7.9%
SHW vs JEPI
+9.5%
-17.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +1.2% |
| 7D | -3.2% | -0.3% | -2.9% | -2.6% |
| 30D | -9.5% | +0.1% | -9.7% | -9.7% |
| 3M | +11.5% | +4.8% | +6.7% | +2.7% |
| 6M | -3.5% | +1.0% | -4.5% | -5.9% |
| YTD | +3.7% | +5.5% | -1.8% | -4.9% |
| 1Y | -7.9% | +9.2% | -17.1% | -20.2% |
| All | -7.9% | +9.5% | -17.4% | -20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling