+90.2%
JEPQ vs SRE
+19.5%
+70.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +1.1% | +1.5% | -0.4% | +0.8% |
| 30D | +1.3% | +0.8% | +0.5% | +1.0% |
| 3M | +4.7% | -5.8% | +10.5% | +5.9% |
| 6M | +10.6% | -7.8% | +18.4% | +12.2% |
| YTD | +11.4% | -2.4% | +13.8% | +11.4% |
| 1Y | +19.4% | +8.9% | +10.5% | +16.0% |
| 3Y | +71.7% | +31.1% | +40.6% | +53.4% |
| All | +90.2% | +19.5% | +70.7% | +76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling