+82.2%
JEPQ vs S
-31.8%
+114.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | +3.4% | +2.0% | +1.4% | +3.1% |
| 30D | -5.6% | -2.7% | -2.9% | -5.4% |
| 3M | -4.2% | -6.9% | +2.7% | -3.8% |
| 6M | -0.2% | +38.1% | -38.2% | -5.5% |
| YTD | +6.7% | +48.0% | -41.3% | -0.5% |
| 1Y | +9.5% | +34.5% | -25.0% | +3.2% |
| 3Y | +60.5% | +38.3% | +22.2% | +46.6% |
| All | +82.2% | -31.8% | +114.0% | +76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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