+88.7%
JEPQ vs SAP
+124.5%
-35.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.4% |
| 7D | -0.7% | -5.1% | +4.5% | +0.7% |
| 30D | +0.6% | -1.8% | +2.3% | +0.9% |
| 3M | +5.8% | +20.9% | -15.1% | -0.1% |
| 6M | +9.7% | +7.0% | +2.7% | +7.1% |
| YTD | +10.5% | -13.7% | +24.3% | +15.5% |
| 1Y | +18.4% | -19.6% | +38.0% | +26.8% |
| 3Y | +70.3% | +52.4% | +17.9% | +36.9% |
| All | +88.7% | +124.5% | -35.8% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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