+70.3%
JEPQ vs SPMO
+155.8%
-85.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.5% |
| 7D | -0.2% | -0.9% | +0.8% | +0.4% |
| 30D | +0.8% | -1.9% | +2.7% | +2.0% |
| 3M | +4.0% | -1.4% | +5.3% | +4.2% |
| 6M | +10.4% | +25.5% | -15.1% | -7.3% |
| YTD | +11.4% | +24.8% | -13.4% | -6.1% |
| 1Y | +18.9% | +24.5% | -5.6% | +0.3% |
| 3Y | +70.3% | +157.1% | -86.9% | -14.8% |
| All | +70.3% | +155.8% | -85.5% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 3y: compounded portfolio wealth divided by compounded SPMO 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…
3y analysis · Full analysis span regression · 6 months rolling