+34.9%
SBUX vs JEPQ
+94.0%
-59.1%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -1.2% |
| 7D | -5.5% | -0.2% | -5.3% | -5.4% |
| 30D | -8.5% | +0.8% | -9.2% | -9.1% |
| 3M | -2.9% | +4.0% | -6.9% | -6.7% |
| 6M | -1.5% | +10.4% | -11.9% | -10.5% |
| YTD | +19.4% | +11.4% | +8.0% | +7.4% |
| 1Y | +22.9% | +18.9% | +4.0% | +3.9% |
| 3Y | +11.3% | +70.3% | -59.0% | -33.8% |
| All | +34.9% | +94.0% | -59.1% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPQ.
Daily Out/Under-Performance
Portfolio return minus JEPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPQ 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 JEPQ 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