+84.1%
JEPQ vs SNAP
-81.9%
+166.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +2.0% | 0.0% |
| 7D | +5.7% | +2.6% | +3.2% | +5.4% |
| 30D | -5.9% | -19.6% | +13.7% | -3.8% |
| 3M | -2.5% | +0.4% | -2.9% | -2.9% |
| 6M | +1.3% | -5.9% | +7.2% | +1.1% |
| YTD | +7.8% | -35.3% | +43.2% | +11.3% |
| 1Y | +8.8% | -42.6% | +51.3% | +13.6% |
| 3Y | +62.3% | -53.9% | +116.1% | +65.0% |
| All | +84.1% | -81.9% | +166.0% | +92.6% |
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