+90.4%
JEPQ vs SMTC
+160.7%
-70.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.0% | -10.0% | -1.3% |
| 7D | +1.4% | +22.9% | -21.5% | -1.4% |
| 30D | +1.3% | +16.6% | -15.3% | -1.2% |
| 3M | +3.8% | +2.4% | +1.4% | +2.1% |
| 6M | +12.2% | +98.3% | -86.1% | 0.0% |
| YTD | +11.6% | +120.7% | -109.1% | -2.2% |
| 1Y | +19.9% | +168.3% | -148.4% | +1.8% |
| 3Y | +71.9% | +571.7% | -499.8% | +19.7% |
| All | +90.4% | +160.7% | -70.2% | +68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling