+84.1%
JEPQ vs SIMO
+143.2%
-59.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | 0.0% |
| 7D | +5.7% | +14.9% | -9.1% | +3.9% |
| 30D | -5.9% | -27.0% | +21.1% | -2.8% |
| 3M | -2.5% | -25.4% | +22.9% | -0.2% |
| 6M | +1.3% | -30.3% | +31.5% | +3.2% |
| YTD | +7.8% | +95.8% | -87.9% | -7.0% |
| 1Y | +8.8% | +100.0% | -91.3% | -6.6% |
| 3Y | +62.3% | +238.3% | -176.0% | +25.3% |
| All | +84.1% | +143.2% | -59.1% | +47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling