+15.6%
SCHW vs JEPQ
+19.0%
-3.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | -1.9% | -0.2% | -1.7% | -1.8% |
| 30D | -1.6% | +0.8% | -2.4% | -1.8% |
| 3M | +21.3% | +4.0% | +17.3% | +19.7% |
| 6M | +16.5% | +10.4% | +6.1% | +10.9% |
| YTD | +8.4% | +11.4% | -3.0% | +2.6% |
| 1Y | +15.6% | +18.9% | -3.3% | +9.3% |
| All | +15.6% | +19.0% | -3.3% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling