+68.9%
JEPQ vs SMTC
+546.3%
-477.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.5% |
| 7D | -0.7% | +17.5% | -18.2% | -2.6% |
| 30D | +0.6% | +21.3% | -20.8% | -2.2% |
| 3M | +5.8% | +3.1% | +2.7% | +4.1% |
| 6M | +9.7% | +81.7% | -72.0% | 0.0% |
| YTD | +10.5% | +115.9% | -105.4% | -1.4% |
| 1Y | +18.4% | +157.8% | -139.4% | +3.0% |
| All | +68.9% | +546.3% | -477.4% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling