+93.3%
SNOW vs JEPQ
+70.7%
+22.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -1.4% |
| 7D | -2.4% | -0.2% | -2.3% | -2.2% |
| 30D | -1.0% | +0.8% | -1.8% | -1.9% |
| 3M | +36.9% | +4.0% | +32.9% | +28.5% |
| 6M | +83.4% | +10.4% | +73.0% | +56.1% |
| YTD | +50.0% | +11.4% | +38.5% | +26.5% |
| 1Y | +46.5% | +18.9% | +27.6% | +11.8% |
| 3Y | +93.3% | +70.3% | +23.0% | -18.2% |
| All | +93.3% | +70.7% | +22.6% | -18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling