+79.4%
SW vs JEPI
+92.9%
-13.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | +2.1% |
| 7D | +4.7% | -2.7% | +7.3% | +7.7% |
| 30D | +5.0% | -0.3% | +5.3% | +5.3% |
| 3M | -7.3% | -1.3% | -6.0% | -5.9% |
| 6M | +15.0% | +2.5% | +12.5% | +12.5% |
| YTD | +18.5% | +4.0% | +14.6% | +15.1% |
| 1Y | +27.1% | +6.8% | +20.3% | +20.4% |
| 3Y | +49.3% | +31.7% | +17.6% | +23.5% |
| 5Y | -1.6% | +39.5% | -41.2% | -22.1% |
| All | +79.4% | +92.9% | -13.5% | +2.9% |
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