+3.4%
SLB vs JEPQ
+60.7%
-57.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +2.2% |
| 7D | +3.5% | +3.4% | +0.1% | +1.0% |
| 30D | +6.5% | -5.6% | +12.1% | +10.9% |
| 3M | -0.2% | -4.2% | +3.9% | +2.7% |
| 6M | -5.7% | -0.2% | -5.5% | -6.4% |
| YTD | +36.8% | +6.7% | +30.1% | +28.5% |
| 1Y | +45.8% | +9.5% | +36.3% | +33.7% |
| 3Y | +3.4% | +60.5% | -57.2% | -25.7% |
| All | +3.4% | +60.7% | -57.3% | -25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling