+70.3%
JEPQ vs SGI
+55.1%
+15.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.2% |
| 7D | +1.1% | +0.6% | +0.5% | +0.9% |
| 30D | +1.3% | +5.5% | -4.2% | +0.2% |
| 3M | +4.7% | -3.6% | +8.3% | +5.1% |
| 6M | +10.6% | -15.0% | +25.6% | +13.1% |
| YTD | +11.4% | -23.0% | +34.5% | +15.7% |
| 1Y | +19.4% | -18.4% | +37.8% | +22.3% |
| All | +70.3% | +55.1% | +15.2% | +57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling