+90.2%
JEPQ vs SE
+23.5%
+66.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.0% |
| 7D | -0.2% | -5.2% | +5.1% | +0.5% |
| 30D | +0.8% | -17.1% | +17.8% | +3.1% |
| 3M | +4.0% | +24.0% | -20.0% | +0.6% |
| 6M | +10.4% | +21.0% | -10.6% | +6.8% |
| YTD | +11.4% | -16.7% | +28.2% | +12.7% |
| 1Y | +18.9% | -45.9% | +64.8% | +27.0% |
| 3Y | +70.3% | +177.8% | -107.5% | +45.1% |
| All | +90.2% | +23.5% | +66.7% | +73.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling