+18.9%
JEPQ vs SMR
-75.4%
+94.3%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -15.7% | +16.5% | +1.9% |
| 7D | -0.2% | -11.2% | +11.1% | +0.5% |
| 30D | +0.8% | -10.2% | +11.0% | +1.2% |
| 3M | +4.0% | -10.0% | +14.0% | +3.9% |
| 6M | +10.4% | -30.5% | +40.8% | +11.2% |
| YTD | +11.4% | -39.2% | +50.7% | +12.6% |
| 1Y | +18.9% | -75.5% | +94.4% | +24.3% |
| All | +18.9% | -75.4% | +94.3% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 1y: compounded portfolio wealth divided by compounded SMR 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…
1y analysis · Full analysis span regression · 6 months rolling