+27.1%
SW vs JEPI
+7.6%
+19.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.1% |
| 7D | +2.3% | -2.0% | +4.3% | +6.7% |
| 30D | +6.8% | 0.0% | +6.8% | +5.2% |
| 3M | -5.2% | -0.8% | -4.4% | -4.3% |
| 6M | +7.4% | +3.2% | +4.2% | -2.8% |
| YTD | +17.4% | +4.7% | +12.7% | +3.7% |
| 1Y | +27.1% | +8.0% | +19.1% | +3.7% |
| All | +27.1% | +7.6% | +19.5% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling