+90.2%
JEPQ vs SNAP
-80.3%
+170.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.5% |
| 7D | -0.2% | +3.8% | -4.0% | -0.6% |
| 30D | +0.8% | +9.2% | -8.5% | -0.3% |
| 3M | +4.0% | +6.6% | -2.6% | +2.7% |
| 6M | +10.4% | +16.9% | -6.5% | +7.4% |
| YTD | +11.4% | -29.6% | +41.0% | +14.2% |
| 1Y | +18.9% | -22.1% | +41.0% | +20.1% |
| 3Y | +70.3% | -39.8% | +110.1% | +68.4% |
| All | +90.2% | -80.3% | +170.5% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 10y: compounded portfolio wealth divided by compounded SNAP 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…
10y analysis · Full analysis span regression · 6 months rolling