-95.2%
SNDQ vs JEPQ
+7.1%
-102.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.8% | +6.0% | +15.5% |
| 7D | +11.6% | -0.2% | +11.8% | +9.1% |
| 30D | -45.1% | +0.8% | -45.8% | -38.1% |
| 3M | -68.6% | +4.0% | -72.6% | -14.6% |
| All | -95.2% | +7.1% | -102.3% | -71.2% |
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 · Available span rolling