+68.9%
JEPQ vs SRE
+29.3%
+39.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | -0.7% | -0.7% | 0.0% | -0.6% |
| 30D | +0.6% | -1.7% | +2.3% | +0.7% |
| 3M | +5.8% | -7.1% | +12.9% | +6.8% |
| 6M | +9.7% | -8.4% | +18.0% | +10.9% |
| YTD | +10.5% | -3.5% | +14.0% | +10.7% |
| 1Y | +18.4% | +5.4% | +13.0% | +16.5% |
| All | +68.9% | +29.3% | +39.6% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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