-70.3%
SNAP vs JEPI
+101.0%
-171.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -2.0% | -1.6% |
| 7D | +2.6% | +2.9% | -0.4% | -3.3% |
| 30D | -19.6% | +2.6% | -22.1% | -22.9% |
| 3M | +0.4% | +2.2% | -1.8% | -3.0% |
| 6M | -5.9% | +7.6% | -13.5% | -17.9% |
| YTD | -35.3% | +8.3% | -43.6% | -44.0% |
| 1Y | -42.6% | +9.7% | -52.3% | -51.6% |
| 3Y | -53.9% | +36.7% | -90.6% | -74.3% |
| 5Y | -90.3% | +44.4% | -134.7% | -95.0% |
| All | -70.3% | +101.0% | -171.2% | -90.1% |
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