-10.2%
SWKS vs JEPI
+101.5%
-111.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.0% | +5.0% | +4.2% |
| 7D | +5.7% | -0.1% | +5.8% | +5.8% |
| 30D | +17.3% | +2.8% | +14.5% | +11.0% |
| 3M | +28.3% | +2.6% | +25.6% | +21.5% |
| 6M | +26.1% | +8.4% | +17.7% | +7.7% |
| YTD | +41.1% | +8.6% | +32.5% | +19.8% |
| 1Y | +31.4% | +10.4% | +21.0% | +8.3% |
| 3Y | +7.3% | +37.1% | -29.8% | -39.1% |
| 5Y | -37.7% | +45.5% | -83.2% | -67.5% |
| All | -10.2% | +101.5% | -111.7% | -73.4% |
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