+82.4%
JEPQ vs SNAP
-81.9%
+164.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +2.0% | 0.0% |
| 7D | +5.7% | +2.6% | +3.2% | +5.4% |
| 30D | -6.8% | -19.6% | +12.8% | -4.7% |
| 3M | -3.4% | +0.4% | -3.8% | -3.8% |
| 6M | +0.3% | -5.9% | +6.3% | +0.1% |
| YTD | +6.8% | -35.3% | +42.1% | +10.2% |
| 1Y | +7.7% | -42.6% | +50.3% | +12.5% |
| 3Y | +60.7% | -53.9% | +114.6% | +63.5% |
| All | +82.4% | -81.9% | +164.3% | +90.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling