+14.7%
JEPQ vs SOLS
+17.0%
-2.3%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.8% |
| 7D | -0.2% | -3.5% | +3.3% | +0.2% |
| 30D | +0.8% | -1.0% | +1.7% | +0.8% |
| 3M | +4.0% | -24.1% | +28.1% | +6.3% |
| 6M | +10.4% | -18.0% | +28.4% | +11.6% |
| YTD | +11.4% | +27.1% | -15.6% | +10.0% |
| All | +14.7% | +17.0% | -2.3% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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