+8.4%
JEPQ vs SW
+29.5%
-21.1%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | +0.5% |
| 7D | -4.9% | +12.1% | -17.0% | -5.9% |
| 30D | -6.7% | +6.6% | -13.2% | -7.2% |
| 3M | -3.0% | -6.0% | +3.0% | -2.4% |
| 6M | +1.4% | +21.5% | -20.1% | -1.2% |
| YTD | +6.5% | +20.3% | -13.9% | +3.7% |
| 1Y | +8.4% | +28.1% | -19.8% | +4.8% |
| All | +8.4% | +29.5% | -21.1% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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