+90.2%
JEPQ vs SITM
+245.5%
-155.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.7% | +0.1% |
| 7D | -0.2% | +3.9% | -4.0% | -0.7% |
| 30D | +0.8% | -6.6% | +7.4% | +1.4% |
| 3M | +4.0% | -11.9% | +15.8% | +4.3% |
| 6M | +10.4% | +81.1% | -70.7% | -0.8% |
| YTD | +11.4% | +80.0% | -68.5% | -0.6% |
| 1Y | +18.9% | +145.8% | -126.9% | +0.3% |
| 3Y | +70.3% | +475.9% | -405.6% | +18.4% |
| All | +90.2% | +245.5% | -155.3% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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