+90.5%
JEPQ vs SNAP
-81.0%
+171.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +0.7% |
| 7D | +0.7% | +0.7% | -0.1% | +0.6% |
| 30D | +2.0% | +2.6% | -0.6% | +1.5% |
| 3M | +2.0% | -9.9% | +11.9% | +2.6% |
| 6M | +10.4% | +1.9% | +8.5% | +9.0% |
| YTD | +11.6% | -32.2% | +43.8% | +14.8% |
| 1Y | +20.7% | -22.8% | +43.5% | +22.0% |
| 3Y | +70.8% | -47.6% | +118.4% | +71.4% |
| All | +90.5% | -81.0% | +171.5% | +98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling