+90.2%
JEPQ vs SO
+41.2%
+49.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | +1.1% | 0.0% | +1.0% | +1.1% |
| 30D | +1.3% | -2.5% | +3.8% | +1.5% |
| 3M | +4.7% | -4.2% | +8.9% | +4.9% |
| 6M | +10.6% | -7.7% | +18.3% | +11.3% |
| YTD | +11.4% | +3.8% | +7.6% | +10.4% |
| 1Y | +19.4% | +0.1% | +19.4% | +18.8% |
| 3Y | +71.7% | +44.2% | +27.5% | +54.6% |
| All | +90.2% | +41.2% | +49.0% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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