+88.7%
JEPQ vs SBAC
-44.0%
+132.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.5% |
| 7D | -0.7% | -5.3% | +4.6% | -0.1% |
| 30D | +0.6% | +0.4% | +0.2% | +0.5% |
| 3M | +5.8% | -11.9% | +17.7% | +7.3% |
| 6M | +9.7% | -4.5% | +14.1% | +9.6% |
| YTD | +10.5% | -4.3% | +14.9% | +10.4% |
| 1Y | +18.4% | -3.9% | +22.3% | +18.0% |
| 3Y | +70.3% | -11.0% | +81.3% | +68.6% |
| All | +88.7% | -44.0% | +132.7% | +118.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling