+26.5%
SW vs JEPI
+11.1%
+15.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -3.0% |
| 7D | -2.6% | -0.1% | -2.4% | -2.4% |
| 30D | +7.2% | +2.8% | +4.4% | -1.2% |
| 3M | -10.5% | +2.6% | -13.1% | -16.8% |
| 6M | +9.9% | +8.4% | +1.5% | -12.3% |
| YTD | +17.2% | +8.6% | +8.6% | -6.1% |
| 1Y | +26.5% | +10.4% | +16.1% | -3.2% |
| All | +26.5% | +11.1% | +15.4% | -3.2% |
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