+181.1%
SLV vs JEPQ
+94.3%
+86.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.4% |
| 7D | -0.3% | +0.7% | -1.0% | -0.8% |
| 30D | +6.7% | +2.0% | +4.7% | +5.4% |
| 3M | -10.7% | +2.0% | -12.7% | -11.6% |
| 6M | -20.6% | +10.4% | -31.0% | -25.0% |
| YTD | -7.1% | +11.6% | -18.7% | -12.4% |
| 1Y | +62.0% | +20.7% | +41.3% | +47.0% |
| 3Y | +169.8% | +70.8% | +99.0% | +105.6% |
| All | +181.1% | +94.3% | +86.8% | +96.1% |
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