+160.8%
SHOP vs JEPQ
+92.4%
+68.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +1.6% |
| 7D | -13.2% | -0.7% | -12.6% | -12.0% |
| 30D | -17.0% | +0.6% | -17.6% | -17.9% |
| 3M | +17.0% | +5.8% | +11.2% | +0.5% |
| 6M | -2.1% | +9.7% | -11.8% | -22.7% |
| YTD | -21.4% | +10.5% | -31.9% | -38.6% |
| 1Y | -11.0% | +18.4% | -29.4% | -40.2% |
| 3Y | +100.9% | +70.3% | +30.6% | -41.2% |
| All | +160.8% | +92.4% | +68.3% | -31.6% |
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