-68.8%
SNAP vs JEPI
+95.7%
-164.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.7% | -3.3% |
| 7D | +0.7% | -0.3% | +1.1% | +1.5% |
| 30D | +2.6% | +0.1% | +2.5% | +2.5% |
| 3M | -9.9% | +4.8% | -14.6% | -17.7% |
| 6M | +1.9% | +1.0% | +0.9% | +0.4% |
| YTD | -32.2% | +5.5% | -37.7% | -38.7% |
| 1Y | -22.8% | +9.2% | -32.1% | -34.9% |
| 3Y | -47.6% | +31.2% | -78.8% | -68.6% |
| 5Y | -92.7% | +41.4% | -134.1% | -96.1% |
| All | -68.8% | +95.7% | -164.6% | -89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling