-15.1%
SWKS vs JEPI
+98.2%
-113.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | -3.0% |
| 7D | -2.7% | +0.3% | -3.1% | -3.8% |
| 30D | +8.5% | +1.4% | +7.0% | +5.2% |
| 3M | +17.3% | +1.3% | +16.0% | +13.8% |
| 6M | +25.1% | +6.3% | +18.8% | +10.6% |
| YTD | +33.3% | +6.8% | +26.5% | +16.8% |
| 1Y | +22.9% | +9.8% | +13.1% | +2.1% |
| 3Y | +5.5% | +36.0% | -30.5% | -39.1% |
| 5Y | -41.9% | +43.4% | -85.3% | -68.8% |
| All | -15.1% | +98.2% | -113.3% | -74.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling