+70.3%
JEPQ vs SIMO
+469.0%
-398.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.4% |
| 7D | +1.1% | +14.5% | -13.4% | -0.8% |
| 30D | +1.3% | +20.4% | -19.1% | -1.5% |
| 3M | +4.7% | +7.1% | -2.4% | +2.3% |
| 6M | +10.6% | +129.2% | -118.6% | -6.2% |
| YTD | +11.4% | +201.9% | -190.5% | -12.1% |
| 1Y | +19.4% | +235.5% | -216.1% | -9.0% |
| All | +70.3% | +469.0% | -398.7% | +6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling