-5.9%
SNAP vs JEPI
+8.0%
-13.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -2.0% | -1.4% |
| 7D | +2.6% | +2.9% | -0.4% | -5.8% |
| 30D | -19.6% | +2.6% | -22.1% | -23.4% |
| 3M | +0.4% | +2.2% | -1.8% | -3.0% |
| 6M | -5.9% | +7.6% | -13.5% | -19.4% |
| All | -5.9% | +8.0% | -13.9% | -19.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling