+90.2%
JEPQ vs SMR
+4.8%
+85.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.1% |
| 7D | +1.1% | +13.1% | -12.0% | +0.4% |
| 30D | +1.3% | +17.8% | -16.4% | +0.3% |
| 3M | +4.7% | +8.1% | -3.4% | +3.8% |
| 6M | +10.6% | -11.1% | +21.7% | +10.1% |
| YTD | +11.4% | -23.7% | +35.1% | +11.3% |
| 1Y | +19.4% | -69.4% | +88.8% | +23.3% |
| 3Y | +71.7% | +82.6% | -10.9% | +60.2% |
| All | +90.2% | +4.8% | +85.4% | +81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling