+133.7%
SNPS vs JEPI
+95.7%
+38.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -4.8% |
| 7D | -11.0% | -0.3% | -10.7% | -10.5% |
| 30D | -1.7% | +0.1% | -1.9% | -2.0% |
| 3M | -20.4% | +4.8% | -25.1% | -26.5% |
| 6M | -8.6% | +1.0% | -9.6% | -10.4% |
| YTD | -16.2% | +5.5% | -21.6% | -23.6% |
| 1Y | -34.6% | +9.2% | -43.8% | -43.9% |
| 3Y | -14.5% | +31.2% | -45.6% | -45.6% |
| 5Y | +17.0% | +41.4% | -24.4% | -32.8% |
| All | +133.7% | +95.7% | +38.0% | -20.0% |
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 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