+88.7%
JEPQ vs SHAK
+6.3%
+82.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.5% |
| 7D | -0.7% | -11.0% | +10.3% | +1.0% |
| 30D | +0.6% | -14.0% | +14.6% | +2.7% |
| 3M | +5.8% | +13.3% | -7.5% | +3.3% |
| 6M | +9.7% | -35.3% | +45.0% | +15.1% |
| YTD | +10.5% | -24.0% | +34.5% | +12.6% |
| 1Y | +18.4% | -36.7% | +55.1% | +24.0% |
| 3Y | +70.3% | -5.4% | +75.7% | +58.7% |
| All | +88.7% | +6.3% | +82.3% | +68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling