+90.2%
JEPQ vs SMR
-16.5%
+106.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -15.7% | +16.5% | +1.6% |
| 7D | -0.2% | -11.2% | +11.1% | +0.3% |
| 30D | +0.8% | -10.2% | +11.0% | +1.1% |
| 3M | +4.0% | -10.0% | +14.0% | +4.0% |
| 6M | +10.4% | -30.5% | +40.8% | +11.2% |
| YTD | +11.4% | -39.2% | +50.7% | +12.5% |
| 1Y | +18.9% | -75.5% | +94.4% | +24.1% |
| 3Y | +70.3% | +45.4% | +24.8% | +60.6% |
| All | +90.2% | -16.5% | +106.7% | +83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling