+70.3%
JEPQ vs SE
+178.2%
-107.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.4% |
| 7D | +1.1% | -3.6% | +4.7% | +1.5% |
| 30D | +1.3% | -5.3% | +6.6% | +1.8% |
| 3M | +4.7% | +28.1% | -23.4% | +0.7% |
| 6M | +10.6% | +20.7% | -10.0% | +6.8% |
| YTD | +11.4% | -14.8% | +26.2% | +12.6% |
| 1Y | +19.4% | -43.6% | +63.0% | +27.9% |
| All | +70.3% | +178.2% | -107.9% | +50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling