+135.7%
SNPS vs JEPI
+92.4%
+43.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.8% |
| 7D | -4.6% | -2.0% | -2.6% | -1.2% |
| 30D | -3.3% | -2.0% | -1.3% | -0.1% |
| 3M | -13.8% | +3.8% | -17.5% | -19.2% |
| 6M | -8.2% | +0.8% | -9.0% | -9.8% |
| YTD | -15.4% | +3.7% | -19.2% | -20.8% |
| 1Y | +2.4% | +7.1% | -4.7% | -9.1% |
| 3Y | -13.5% | +29.4% | -42.9% | -43.8% |
| 5Y | +19.5% | +40.8% | -21.3% | -30.8% |
| All | +135.7% | +92.4% | +43.3% | -17.0% |
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