+90.2%
JEPQ vs SAP
+128.0%
-37.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.2% |
| 7D | +1.1% | -0.3% | +1.3% | +1.1% |
| 30D | +1.3% | +0.3% | +1.0% | +1.1% |
| 3M | +4.7% | +16.9% | -12.2% | 0.0% |
| 6M | +10.6% | +6.3% | +4.3% | +8.4% |
| YTD | +11.4% | -12.4% | +23.8% | +15.9% |
| 1Y | +19.4% | -21.6% | +41.0% | +29.4% |
| 3Y | +71.7% | +54.8% | +16.9% | +37.5% |
| All | +90.2% | +128.0% | -37.8% | +24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling