+90.2%
JEPQ vs SMTC
+168.1%
-77.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.3% | +0.2% |
| 7D | -0.2% | +13.1% | -13.2% | -1.8% |
| 30D | +0.8% | +19.5% | -18.7% | -2.0% |
| 3M | +4.0% | +2.2% | +1.7% | +2.3% |
| 6M | +10.4% | +94.9% | -84.5% | -1.4% |
| YTD | +11.4% | +127.0% | -115.5% | -2.7% |
| 1Y | +18.9% | +174.6% | -155.7% | +0.7% |
| 3Y | +70.3% | +615.9% | -545.6% | +17.4% |
| All | +90.2% | +168.1% | -77.8% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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