+161.2%
SHOP vs JEPQ
+94.0%
+67.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.3% | -5.2% |
| 7D | -10.6% | +1.1% | -11.7% | -12.6% |
| 30D | -18.3% | +1.3% | -19.6% | -20.4% |
| 3M | +14.8% | +4.7% | +10.1% | +1.2% |
| 6M | -5.0% | +10.6% | -15.6% | -26.4% |
| YTD | -21.2% | +11.4% | -32.7% | -39.5% |
| 1Y | -11.6% | +19.4% | -31.0% | -41.7% |
| 3Y | +101.2% | +71.7% | +29.5% | -42.1% |
| All | +161.2% | +94.0% | +67.2% | -32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling