+70.5%
JEPQ vs SN
+496.6%
-426.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | +1.3% | -5.6% | +6.9% | +2.1% |
| 3M | +3.8% | +48.1% | -44.2% | -2.1% |
| 6M | +12.2% | +57.6% | -45.5% | +4.4% |
| YTD | +11.6% | +56.5% | -44.9% | +3.8% |
| 1Y | +19.9% | +52.6% | -32.7% | +11.7% |
| 3Y | +71.9% | +412.0% | -340.1% | +47.8% |
| All | +70.5% | +496.6% | -426.1% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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