+90.2%
JEPQ vs SPG
+116.2%
-26.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -0.2% | -1.2% | +1.0% | +0.2% |
| 30D | +0.8% | -6.1% | +6.9% | +2.8% |
| 3M | +4.0% | -3.6% | +7.6% | +4.8% |
| 6M | +10.4% | +10.4% | 0.0% | +5.9% |
| YTD | +11.4% | +14.4% | -2.9% | +5.4% |
| 1Y | +18.9% | +16.5% | +2.4% | +11.6% |
| 3Y | +70.3% | +106.8% | -36.5% | +26.9% |
| All | +90.2% | +116.2% | -26.0% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling