+90.4%
JEPQ vs SIMO
+267.4%
-177.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.2% | -6.2% | -0.8% |
| 7D | +1.4% | +14.6% | -13.2% | -0.3% |
| 30D | +1.3% | +6.2% | -4.9% | +0.2% |
| 3M | +3.8% | +3.6% | +0.3% | +2.2% |
| 6M | +12.2% | +130.8% | -118.6% | -2.5% |
| YTD | +11.6% | +195.8% | -184.2% | -7.5% |
| 1Y | +19.9% | +225.0% | -205.1% | -2.6% |
| 3Y | +71.9% | +452.3% | -380.4% | +26.6% |
| All | +90.4% | +267.4% | -177.0% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling