+88.7%
JEPQ vs SMTC
+155.1%
-66.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.4% |
| 7D | -0.7% | +17.5% | -18.2% | -2.8% |
| 30D | +0.6% | +21.3% | -20.8% | -2.5% |
| 3M | +5.8% | +3.1% | +2.7% | +3.9% |
| 6M | +9.7% | +81.7% | -72.0% | -1.1% |
| YTD | +10.5% | +115.9% | -105.4% | -2.9% |
| 1Y | +18.4% | +157.8% | -139.4% | +1.1% |
| 3Y | +70.3% | +557.3% | -487.0% | +18.9% |
| All | +88.7% | +155.1% | -66.4% | +67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling