+20.7%
JEPQ vs SONY
-10.8%
+31.5%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.5% |
| 7D | +0.7% | -1.2% | +1.8% | +0.8% |
| 30D | +2.0% | +9.4% | -7.5% | +1.0% |
| 3M | +2.0% | +10.5% | -8.5% | +1.0% |
| 6M | +10.4% | +11.7% | -1.3% | +8.7% |
| YTD | +11.6% | -4.1% | +15.7% | +12.7% |
| 1Y | +20.7% | -11.8% | +32.5% | +25.0% |
| All | +20.7% | -10.8% | +31.5% | +25.0% |
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