+90.2%
JEPQ vs SNAP
-81.6%
+171.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.1% |
| 7D | +1.1% | -5.0% | +6.1% | +1.6% |
| 30D | +1.3% | -0.7% | +2.1% | +1.2% |
| 3M | +4.7% | -5.0% | +9.7% | +4.7% |
| 6M | +10.6% | +3.5% | +7.1% | +9.0% |
| YTD | +11.4% | -34.2% | +45.6% | +15.0% |
| 1Y | +19.4% | -27.1% | +46.5% | +21.5% |
| 3Y | +71.7% | -43.5% | +115.1% | +70.9% |
| All | +90.2% | -81.6% | +171.8% | +99.1% |
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