+90.2%
JEPQ vs SCCO
+290.2%
-200.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -0.2% | -2.7% | +2.5% | +0.3% |
| 30D | +0.8% | -0.7% | +1.5% | +0.6% |
| 3M | +4.0% | +8.1% | -4.1% | +1.9% |
| 6M | +10.4% | +4.1% | +6.3% | +8.2% |
| YTD | +11.4% | +41.1% | -29.7% | +1.9% |
| 1Y | +18.9% | +95.6% | -76.6% | +1.4% |
| 3Y | +70.3% | +179.3% | -109.0% | +31.8% |
| All | +90.2% | +290.2% | -200.0% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 all: compounded portfolio wealth divided by compounded SCCO 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…
all analysis · Full analysis span regression · 6 months rolling