+90.2%
JEPQ vs SRE
+17.2%
+73.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | -0.2% | -0.8% | +0.7% | 0.0% |
| 30D | +0.8% | -3.0% | +3.8% | +1.3% |
| 3M | +4.0% | -8.3% | +12.3% | +5.7% |
| 6M | +10.4% | -8.9% | +19.3% | +12.3% |
| YTD | +11.4% | -4.3% | +15.7% | +11.8% |
| 1Y | +18.9% | +2.7% | +16.2% | +17.1% |
| 3Y | +70.3% | +28.7% | +41.6% | +52.7% |
| All | +90.2% | +17.2% | +73.0% | +77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling