+90.4%
JEPQ vs SBAC
-41.8%
+132.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +1.4% | -0.1% | +1.5% | +1.4% |
| 30D | +1.3% | +3.2% | -1.9% | +1.0% |
| 3M | +3.8% | -5.1% | +8.9% | +4.3% |
| 6M | +12.2% | -2.1% | +14.3% | +11.9% |
| YTD | +11.6% | -0.5% | +12.1% | +10.9% |
| 1Y | +19.9% | +1.1% | +18.8% | +18.8% |
| 3Y | +71.9% | -7.4% | +79.3% | +69.5% |
| All | +90.4% | -41.8% | +132.2% | +119.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling