+90.2%
JEPQ vs SPG
+115.9%
-25.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.7% |
| 7D | +1.1% | -1.7% | +2.7% | +1.6% |
| 30D | +1.3% | -6.3% | +7.6% | +3.4% |
| 3M | +4.7% | -2.4% | +7.1% | +5.1% |
| 6M | +10.6% | +9.6% | +1.0% | +6.4% |
| YTD | +11.4% | +14.2% | -2.8% | +5.5% |
| 1Y | +19.4% | +19.3% | +0.1% | +11.0% |
| 3Y | +71.7% | +106.7% | -35.0% | +28.0% |
| All | +90.2% | +115.9% | -25.7% | +40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling