+88.7%
JEPQ vs SPXU
-86.5%
+175.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -0.2% |
| 7D | -0.7% | +6.4% | -7.0% | +1.3% |
| 30D | +0.6% | +5.9% | -5.4% | +2.5% |
| 3M | +5.8% | -11.7% | +17.5% | +2.6% |
| 6M | +9.7% | -28.7% | +38.3% | +0.5% |
| YTD | +10.5% | -26.4% | +36.9% | +2.8% |
| 1Y | +18.4% | -35.2% | +53.6% | +6.7% |
| 3Y | +70.3% | -79.8% | +150.1% | +17.9% |
| All | +88.7% | -86.5% | +175.2% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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