+8.4%
JEPQ vs SIMO
+94.5%
-86.1%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -9.6% | +10.5% | +1.7% |
| 7D | -4.9% | -16.9% | +12.0% | -3.5% |
| 30D | -6.7% | -35.4% | +28.7% | -3.6% |
| 3M | -3.0% | -31.9% | +28.9% | -0.7% |
| 6M | +1.4% | -19.3% | +20.7% | +2.4% |
| YTD | +6.5% | +98.5% | -92.0% | -2.8% |
| 1Y | +8.4% | +100.5% | -92.1% | -1.7% |
| All | +8.4% | +94.5% | -86.1% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 1y: compounded portfolio wealth divided by compounded SIMO 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…
1y analysis · Full analysis span regression · 6 months rolling