-2.6%
SW vs JEPI
+40.5%
-43.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | +2.3% | -2.0% | +4.3% | +4.7% |
| 30D | +6.8% | 0.0% | +6.8% | +6.8% |
| 3M | -5.2% | -0.8% | -4.4% | -4.3% |
| 6M | +7.4% | +3.2% | +4.2% | +4.0% |
| YTD | +17.4% | +4.7% | +12.7% | +12.7% |
| 1Y | +27.1% | +8.0% | +19.1% | +18.4% |
| 3Y | +47.9% | +32.3% | +15.6% | +20.4% |
| All | -2.6% | +40.5% | -43.1% | -23.5% |
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