+90.4%
JEPQ vs SFM
+146.0%
-55.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.5% | +0.5% |
| 7D | +1.4% | -5.8% | +7.3% | +1.9% |
| 30D | +1.3% | -11.4% | +12.7% | +2.3% |
| 3M | +3.8% | -12.2% | +16.0% | +4.8% |
| 6M | +12.2% | -5.2% | +17.3% | +12.0% |
| YTD | +11.6% | -4.5% | +16.0% | +11.1% |
| 1Y | +19.9% | -45.4% | +65.3% | +27.5% |
| 3Y | +71.9% | +91.1% | -19.2% | +54.5% |
| All | +90.4% | +146.0% | -55.6% | +62.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling