+90.4%
JEPQ vs SSNC
+31.3%
+59.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +1.2% |
| 7D | +1.4% | -1.8% | +3.2% | +2.0% |
| 30D | +1.3% | +1.9% | -0.6% | +0.6% |
| 3M | +3.8% | +18.4% | -14.5% | -2.3% |
| 6M | +12.2% | +7.0% | +5.2% | +9.3% |
| YTD | +11.6% | -6.9% | +18.5% | +14.5% |
| 1Y | +19.9% | -8.2% | +28.0% | +23.5% |
| 3Y | +71.9% | +50.5% | +21.4% | +41.6% |
| All | +90.4% | +31.3% | +59.2% | +68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling