+90.5%
JEPQ vs SW
+29.0%
+61.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | +0.7% | -5.1% | +5.8% | +1.2% |
| 30D | +2.0% | -4.6% | +6.6% | +2.4% |
| 3M | +2.0% | +9.4% | -7.4% | +0.7% |
| 6M | +10.4% | +3.5% | +6.9% | +9.4% |
| YTD | +11.6% | +22.0% | -10.4% | +8.4% |
| 1Y | +20.7% | +2.2% | +18.5% | +19.2% |
| 3Y | +70.8% | +19.6% | +51.2% | +64.8% |
| All | +90.5% | +29.0% | +61.5% | +81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling