+90.2%
JEPQ vs SCHG
+118.1%
-27.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.2% |
| 7D | -0.2% | -1.0% | +0.9% | +0.6% |
| 30D | +0.8% | -1.3% | +2.0% | +1.7% |
| 3M | +4.0% | +5.4% | -1.5% | 0.0% |
| 6M | +10.4% | +14.4% | -4.0% | -0.1% |
| YTD | +11.4% | +8.0% | +3.4% | +5.1% |
| 1Y | +18.9% | +12.7% | +6.2% | +8.7% |
| 3Y | +70.3% | +85.6% | -15.3% | +8.2% |
| All | +90.2% | +118.1% | -27.8% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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