-34.6%
SNPS vs JEPQ
+21.4%
-55.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.8% |
| 7D | -11.0% | +0.7% | -11.7% | -11.8% |
| 30D | -1.7% | +2.0% | -3.7% | -4.2% |
| 3M | -20.4% | +2.0% | -22.3% | -22.0% |
| 6M | -8.6% | +10.4% | -19.0% | -21.8% |
| YTD | -16.2% | +11.6% | -27.8% | -29.4% |
| 1Y | -34.6% | +20.7% | -55.3% | -73.5% |
| All | -34.6% | +21.4% | -55.9% | -73.5% |
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