-2.3%
SW vs JEPI
+41.4%
-43.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.7% |
| 7D | -5.1% | -0.3% | -4.8% | -4.7% |
| 30D | -4.6% | +0.1% | -4.7% | -4.7% |
| 3M | +9.4% | +4.8% | +4.6% | +4.1% |
| 6M | +3.5% | +1.0% | +2.5% | +2.8% |
| YTD | +22.0% | +5.5% | +16.5% | +16.1% |
| 1Y | +2.2% | +9.2% | -7.0% | -5.8% |
| 3Y | +19.6% | +31.2% | -11.6% | -3.0% |
| All | -2.3% | +41.4% | -43.7% | -25.5% |
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