+372.6%
SMH vs JEPQ
+94.0%
+278.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | 0.0% |
| 7D | +0.3% | -0.2% | +0.4% | +0.6% |
| 30D | -2.8% | +0.8% | -3.6% | -4.0% |
| 3M | -6.7% | +4.0% | -10.7% | -12.0% |
| 6M | +41.8% | +10.4% | +31.4% | +21.4% |
| YTD | +57.9% | +11.4% | +46.4% | +33.5% |
| 1Y | +87.6% | +18.9% | +68.7% | +42.3% |
| 3Y | +282.9% | +70.3% | +212.7% | +65.7% |
| All | +372.6% | +94.0% | +278.6% | +76.1% |
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 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