+18.9%
JEPQ vs SSNC
-8.1%
+27.1%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.8% |
| 7D | -0.2% | -4.0% | +3.9% | 0.0% |
| 30D | +0.8% | +0.5% | +0.3% | +0.8% |
| 3M | +4.0% | +18.9% | -15.0% | +3.7% |
| 6M | +10.4% | +10.8% | -0.4% | +11.1% |
| YTD | +11.4% | -7.1% | +18.6% | +14.9% |
| 1Y | +18.9% | -9.6% | +28.5% | +22.8% |
| All | +18.9% | -8.1% | +27.1% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 1y: compounded portfolio wealth divided by compounded SSNC 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…
1y analysis · Full analysis span regression · 6 months rolling