+82.2%
JEPQ vs SYF
+108.1%
-25.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.9% | -1.2% |
| 7D | +3.4% | -2.0% | +5.4% | +3.9% |
| 30D | -5.6% | +1.2% | -6.8% | -5.9% |
| 3M | -4.2% | -9.4% | +5.2% | -2.0% |
| 6M | -0.2% | +4.4% | -4.6% | -1.9% |
| YTD | +6.7% | -11.9% | +18.6% | +9.0% |
| 1Y | +9.5% | -0.4% | +9.9% | +8.1% |
| 3Y | +60.5% | +159.6% | -99.0% | +18.9% |
| All | +82.2% | +108.1% | -25.9% | +44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling