+88.7%
JEPQ vs SU
+115.9%
-27.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -0.7% | +1.7% | -2.3% | -0.9% |
| 30D | +0.6% | +9.6% | -9.1% | -0.9% |
| 3M | +5.8% | +11.7% | -5.9% | +3.8% |
| 6M | +9.7% | +21.9% | -12.3% | +5.6% |
| YTD | +10.5% | +58.6% | -48.1% | +1.4% |
| 1Y | +18.4% | +66.5% | -48.1% | +7.5% |
| 3Y | +70.3% | +121.4% | -51.1% | +45.4% |
| All | +88.7% | +115.9% | -27.2% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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