+70.3%
JEPQ vs SYY
+29.1%
+41.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.7% |
| 7D | -0.2% | +3.9% | -4.1% | -0.4% |
| 30D | +0.8% | -1.7% | +2.5% | +0.9% |
| 3M | +4.0% | +5.2% | -1.2% | +3.4% |
| 6M | +10.4% | -0.2% | +10.6% | +10.1% |
| YTD | +11.4% | +15.4% | -3.9% | +9.3% |
| 1Y | +18.9% | +5.6% | +13.3% | +17.9% |
| 3Y | +70.3% | +28.9% | +41.4% | +63.2% |
| All | +70.3% | +29.1% | +41.1% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 3y: compounded portfolio wealth divided by compounded SYY 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…
3y analysis · Full analysis span regression · 6 months rolling