-68.5%
SNAP vs JEPI
+92.4%
-161.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +5.0% |
| 7D | -3.2% | -2.0% | -1.1% | +1.0% |
| 30D | +0.2% | -2.0% | +2.2% | +4.5% |
| 3M | +2.6% | +3.8% | -1.2% | -4.6% |
| 6M | +12.4% | +0.8% | +11.6% | +11.1% |
| YTD | -31.6% | +3.7% | -35.3% | -35.9% |
| 1Y | -21.7% | +7.1% | -28.8% | -31.3% |
| 3Y | -41.2% | +29.4% | -70.6% | -63.7% |
| 5Y | -92.6% | +40.8% | -133.3% | -96.0% |
| All | -68.5% | +92.4% | -161.0% | -88.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling