+90.2%
JEPQ vs SHAK
+9.7%
+80.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | +0.4% |
| 7D | -0.2% | -8.3% | +8.1% | +1.1% |
| 30D | +0.8% | -12.6% | +13.4% | +2.7% |
| 3M | +4.0% | +9.1% | -5.2% | +2.1% |
| 6M | +10.4% | -31.2% | +41.6% | +14.8% |
| YTD | +11.4% | -21.6% | +33.0% | +13.0% |
| 1Y | +18.9% | -38.8% | +57.7% | +25.4% |
| 3Y | +70.3% | +0.6% | +69.7% | +56.9% |
| All | +90.2% | +9.7% | +80.5% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 5y: compounded portfolio wealth divided by compounded SHAK 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…
5y analysis · Full analysis span regression · 6 months rolling