-91.0%
SNDQ vs JEPQ
+2.4%
-93.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +0.9% | +14.4% | +24.1% |
| 7D | +66.1% | -4.9% | +71.1% | +4.6% |
| 30D | +122.5% | -6.7% | +129.2% | +20.4% |
| 3M | +11.6% | -3.0% | +14.6% | -4.6% |
| 6M | -82.2% | +1.4% | -83.5% | -38.0% |
| All | -91.0% | +2.4% | -93.4% | -62.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling