+70.6%
JEPQ vs SN
+490.7%
-420.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | +0.7% | -9.3% | +10.0% | +2.0% |
| 30D | +2.0% | -4.8% | +6.8% | +2.6% |
| 3M | +2.0% | +40.4% | -38.4% | -3.1% |
| 6M | +10.4% | +50.9% | -40.5% | +3.4% |
| YTD | +11.6% | +54.9% | -43.3% | +4.0% |
| 1Y | +20.7% | +43.0% | -22.3% | +13.4% |
| 3Y | +70.8% | +391.8% | -321.0% | +47.0% |
| All | +70.6% | +490.7% | -420.1% | +46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling