+90.2%
JEPQ vs SPXS
-86.6%
+176.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.6% | +0.3% |
| 7D | +1.1% | +1.2% | -0.2% | +1.5% |
| 30D | +1.3% | +5.2% | -3.9% | +3.0% |
| 3M | +4.7% | -9.2% | +13.8% | +2.5% |
| 6M | +10.6% | -29.6% | +40.2% | +1.0% |
| YTD | +11.4% | -27.6% | +39.1% | +3.1% |
| 1Y | +19.4% | -36.7% | +56.2% | +6.8% |
| 3Y | +71.7% | -79.8% | +151.5% | +18.9% |
| All | +90.2% | -86.6% | +176.8% | +31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling