+90.2%
JEPQ vs SITM
+220.7%
-130.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.1% |
| 7D | +1.1% | +3.7% | -2.6% | +0.6% |
| 30D | +1.3% | -14.5% | +15.8% | +3.1% |
| 3M | +4.7% | -10.6% | +15.2% | +4.8% |
| 6M | +10.6% | +65.5% | -54.9% | +0.6% |
| YTD | +11.4% | +67.0% | -55.6% | +0.4% |
| 1Y | +19.4% | +138.6% | -119.2% | +1.0% |
| 3Y | +71.7% | +421.8% | -350.1% | +21.0% |
| All | +90.2% | +220.7% | -130.4% | +33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling