+173.1%
SLV vs JEPQ
+94.0%
+79.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.5% |
| 7D | -2.8% | -0.2% | -2.7% | -2.7% |
| 30D | -1.6% | +0.8% | -2.4% | -2.0% |
| 3M | -4.4% | +4.0% | -8.4% | -6.7% |
| 6M | -25.4% | +10.4% | -35.8% | -29.5% |
| YTD | -9.8% | +11.4% | -21.2% | -14.8% |
| 1Y | +53.8% | +18.9% | +34.9% | +40.7% |
| 3Y | +174.7% | +70.3% | +104.4% | +109.8% |
| All | +173.1% | +94.0% | +79.1% | +90.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling