+74.5%
JEPQ vs SW
+24.1%
+50.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.3% |
| 7D | -5.6% | +2.3% | -7.9% | -5.9% |
| 30D | -11.3% | +6.8% | -18.1% | -12.0% |
| 3M | -6.5% | -5.2% | -1.3% | -6.1% |
| 6M | -3.6% | +7.4% | -11.0% | -4.7% |
| YTD | +2.2% | +17.4% | -15.2% | -0.3% |
| 1Y | +4.8% | +27.1% | -22.3% | +1.2% |
| 3Y | +56.3% | +47.9% | +8.4% | +48.6% |
| All | +74.5% | +24.1% | +50.4% | +66.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling