+90.2%
JEPQ vs SYF
+117.9%
-27.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | -0.2% | -4.9% | +4.8% | +1.1% |
| 30D | +0.8% | -4.3% | +5.1% | +1.8% |
| 3M | +4.0% | +5.5% | -1.6% | +2.2% |
| 6M | +10.4% | +17.5% | -7.1% | +5.3% |
| YTD | +11.4% | -7.8% | +19.2% | +12.7% |
| 1Y | +18.9% | +1.6% | +17.3% | +16.9% |
| 3Y | +70.3% | +154.8% | -84.5% | +27.0% |
| All | +90.2% | +117.9% | -27.7% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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