+90.2%
JEPQ vs SPXL
+215.5%
-125.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.3% |
| 7D | +1.1% | -1.3% | +2.4% | +1.5% |
| 30D | +1.3% | -5.0% | +6.3% | +2.9% |
| 3M | +4.7% | +7.6% | -2.9% | +2.0% |
| 6M | +10.6% | +33.6% | -23.0% | +0.2% |
| YTD | +11.4% | +28.1% | -16.7% | +2.0% |
| 1Y | +19.4% | +43.6% | -24.2% | +5.1% |
| 3Y | +71.7% | +225.8% | -154.1% | +12.3% |
| All | +90.2% | +215.5% | -125.3% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 all: compounded portfolio wealth divided by compounded SPXL 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…
all analysis · Full analysis span regression · 6 months rolling