+90.4%
JEPQ vs SGI
+157.5%
-67.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +1.4% | +9.3% | -7.8% | -0.5% |
| 30D | +1.3% | +6.9% | -5.5% | -0.2% |
| 3M | +3.8% | +2.8% | +1.0% | +2.8% |
| 6M | +12.2% | -12.6% | +24.8% | +14.4% |
| YTD | +11.6% | -21.5% | +33.1% | +16.2% |
| 1Y | +19.9% | -18.8% | +38.6% | +23.4% |
| 3Y | +71.9% | +60.8% | +11.1% | +47.2% |
| All | +90.4% | +157.5% | -67.1% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SGI 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling