+20.7%
JEPQ vs SBAC
-3.2%
+23.9%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.3% |
| 7D | +0.7% | -0.8% | +1.5% | +0.6% |
| 30D | +2.0% | +6.9% | -4.9% | +2.2% |
| 3M | +2.0% | -8.2% | +10.2% | +2.1% |
| 6M | +10.4% | -1.6% | +12.0% | +10.2% |
| YTD | +11.6% | -0.1% | +11.7% | +11.7% |
| 1Y | +20.7% | -0.5% | +21.2% | +21.7% |
| All | +20.7% | -3.2% | +23.9% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 1y: compounded portfolio wealth divided by compounded SBAC 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…
1y analysis · Full analysis span regression · 6 months rolling