+11.5%
SWKS vs JEPI
+36.7%
-25.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | +0.2% |
| 7D | +9.4% | +2.7% | +6.7% | +3.7% |
| 30D | +17.0% | +2.5% | +14.4% | +10.5% |
| 3M | +28.9% | +1.9% | +27.0% | +23.1% |
| 6M | +33.1% | +7.7% | +25.4% | +12.8% |
| YTD | +44.8% | +8.2% | +36.6% | +21.1% |
| 1Y | +36.2% | +10.4% | +25.8% | +8.7% |
| 3Y | +11.5% | +36.5% | -25.0% | -46.5% |
| All | +11.5% | +36.7% | -25.2% | -46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling