+8.4%
JEPQ vs SONY
-6.4%
+14.8%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.8% |
| 7D | -4.9% | +2.9% | -7.8% | -5.1% |
| 30D | -6.7% | +10.2% | -16.9% | -7.3% |
| 3M | -3.0% | +16.1% | -19.1% | -4.2% |
| 6M | +1.4% | +32.1% | -30.8% | -2.2% |
| YTD | +6.5% | +1.4% | +5.1% | +7.2% |
| 1Y | +8.4% | -7.0% | +15.4% | +11.2% |
| All | +8.4% | -6.4% | +14.8% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 1y: compounded portfolio wealth divided by compounded SONY 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…
1y analysis · Full analysis span regression · 6 months rolling