+90.2%
JEPQ vs SM
+9.0%
+81.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -0.2% | +4.6% | -4.7% | -0.6% |
| 30D | +0.8% | +18.2% | -17.4% | -1.0% |
| 3M | +4.0% | +22.5% | -18.6% | +1.4% |
| 6M | +10.4% | +50.6% | -40.2% | +4.2% |
| YTD | +11.4% | +108.1% | -96.7% | +0.4% |
| 1Y | +18.9% | +46.0% | -27.1% | +12.1% |
| 3Y | +70.3% | +2.9% | +67.4% | +62.3% |
| All | +90.2% | +9.0% | +81.2% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling