+82.8%
JEPQ vs SO
+50.0%
+32.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | -0.3% | +0.8% | -1.1% | -0.4% |
| 30D | -6.6% | +7.8% | -14.4% | -7.1% |
| 3M | -2.6% | +2.9% | -5.5% | -2.8% |
| 6M | +0.5% | +2.5% | -2.0% | +0.1% |
| YTD | +7.1% | +10.3% | -3.1% | +5.6% |
| 1Y | +8.1% | +6.4% | +1.7% | +7.1% |
| 3Y | +61.2% | +52.8% | +8.4% | +44.6% |
| All | +82.8% | +50.0% | +32.8% | +66.8% |
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