+3.3%
SNOW vs JEPI
+41.5%
-38.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -1.5% |
| 7D | -2.4% | -1.0% | -1.4% | -0.6% |
| 30D | -1.0% | -1.4% | +0.4% | +1.8% |
| 3M | +36.9% | +3.5% | +33.3% | +27.8% |
| 6M | +83.4% | +1.9% | +81.4% | +75.3% |
| YTD | +50.0% | +4.4% | +45.5% | +36.7% |
| 1Y | +46.5% | +7.2% | +39.3% | +26.7% |
| 3Y | +93.3% | +29.8% | +63.6% | +14.8% |
| All | +3.3% | +41.5% | -38.2% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling