+90.5%
JEPQ vs SYF
+129.1%
-38.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +0.7% | +2.4% | -1.7% | +0.1% |
| 30D | +2.0% | +0.8% | +1.1% | +1.7% |
| 3M | +2.0% | +13.4% | -11.4% | -1.6% |
| 6M | +10.4% | +16.3% | -5.9% | +5.6% |
| YTD | +11.6% | -3.0% | +14.6% | +11.4% |
| 1Y | +20.7% | +5.7% | +15.0% | +17.5% |
| 3Y | +70.8% | +160.1% | -89.3% | +26.9% |
| All | +90.5% | +129.1% | -38.6% | +47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling