+90.5%
JEPQ vs SM
+4.2%
+86.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.6% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | +2.0% | +26.3% | -24.3% | -0.5% |
| 3M | +2.0% | +8.7% | -6.7% | +0.8% |
| 6M | +10.4% | +51.7% | -41.3% | +3.9% |
| YTD | +11.6% | +99.0% | -87.4% | +1.0% |
| 1Y | +20.7% | +34.6% | -13.9% | +14.9% |
| 3Y | +70.8% | -7.8% | +78.6% | +65.0% |
| All | +90.5% | +4.2% | +86.3% | +78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling