+18.9%
JEPQ vs SE
-45.5%
+64.4%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +0.9% |
| 7D | -0.2% | -5.2% | +5.1% | +0.3% |
| 30D | +0.8% | -17.1% | +17.8% | +2.3% |
| 3M | +4.0% | +24.0% | -20.0% | +1.3% |
| 6M | +10.4% | +21.0% | -10.6% | +7.3% |
| YTD | +11.4% | -16.7% | +28.2% | +12.7% |
| 1Y | +18.9% | -45.9% | +64.8% | +24.9% |
| All | +18.9% | -45.5% | +64.4% | +24.9% |
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 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