+90.2%
JEPQ vs SFM
+135.2%
-45.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | -0.2% | -10.6% | +10.5% | +0.8% |
| 30D | +0.8% | -15.5% | +16.2% | +2.2% |
| 3M | +4.0% | -17.4% | +21.4% | +5.5% |
| 6M | +10.4% | -3.4% | +13.8% | +9.9% |
| YTD | +11.4% | -8.7% | +20.1% | +11.4% |
| 1Y | +18.9% | -47.2% | +66.1% | +26.8% |
| 3Y | +70.3% | +82.7% | -12.4% | +53.7% |
| All | +90.2% | +135.2% | -45.0% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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