-11.2%
SHOP vs JEPQ
+19.0%
-30.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +0.6% |
| 7D | -11.2% | -0.2% | -11.1% | -11.0% |
| 30D | -14.4% | +0.8% | -15.2% | -15.1% |
| 3M | +16.6% | +4.0% | +12.6% | +9.1% |
| 6M | -0.6% | +10.4% | -11.0% | -18.1% |
| YTD | -20.0% | +11.4% | -31.4% | -34.7% |
| 1Y | -11.2% | +18.9% | -30.1% | -44.5% |
| All | -11.2% | +19.0% | -30.2% | -44.5% |
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