+90.2%
JEPQ vs SYY
+7.0%
+83.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.6% |
| 7D | +1.1% | -0.2% | +1.3% | +1.1% |
| 30D | +1.3% | -2.7% | +4.1% | +1.9% |
| 3M | +4.7% | +5.9% | -1.2% | +3.2% |
| 6M | +10.6% | -2.3% | +12.9% | +10.6% |
| YTD | +11.4% | +13.1% | -1.7% | +6.9% |
| 1Y | +19.4% | +3.8% | +15.7% | +17.2% |
| 3Y | +71.7% | +26.7% | +45.0% | +54.2% |
| All | +90.2% | +7.0% | +83.2% | +84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling