+90.2%
JEPQ vs SPXS
-86.6%
+176.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | 0.0% |
| 7D | -0.2% | +2.5% | -2.6% | +0.7% |
| 30D | +0.8% | +4.2% | -3.4% | +2.2% |
| 3M | +4.0% | -9.3% | +13.3% | +1.6% |
| 6M | +10.4% | -30.7% | +41.1% | +0.3% |
| YTD | +11.4% | -28.1% | +39.5% | +2.9% |
| 1Y | +18.9% | -35.1% | +54.0% | +7.3% |
| 3Y | +70.3% | -79.6% | +149.9% | +18.3% |
| All | +90.2% | -86.6% | +176.9% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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