+8.4%
JEPQ vs SE
-48.0%
+56.4%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.5% | -3.5% | +0.5% |
| 7D | -4.9% | +6.7% | -11.6% | -5.4% |
| 30D | -6.7% | -17.2% | +10.5% | -5.3% |
| 3M | -3.0% | -28.0% | +25.0% | -0.7% |
| 6M | +1.4% | -6.1% | +7.5% | +0.6% |
| YTD | +6.5% | -37.1% | +43.6% | +10.4% |
| 1Y | +8.4% | -48.8% | +57.2% | +16.3% |
| All | +8.4% | -48.0% | +56.4% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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