-4.9%
SHOP vs JEPQ
+8.1%
-13.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.9% | +6.4% | +6.2% |
| 7D | -9.0% | -4.9% | -4.1% | -3.2% |
| 30D | -4.4% | -6.7% | +2.2% | +4.1% |
| 3M | +24.1% | -3.0% | +27.1% | +29.3% |
| 6M | +20.0% | +1.4% | +18.6% | +15.0% |
| YTD | -4.9% | +6.5% | -11.4% | -15.6% |
| 1Y | -4.9% | +8.4% | -13.3% | -18.6% |
| All | -4.9% | +8.1% | -13.0% | -18.6% |
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 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