+32.8%
SNPS vs JEPQ
+94.0%
-61.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | -1.1% |
| 7D | +0.9% | -0.2% | +1.0% | +1.1% |
| 30D | -3.6% | +0.8% | -4.4% | -4.5% |
| 3M | -12.9% | +4.0% | -16.9% | -18.0% |
| 6M | -8.2% | +10.4% | -18.6% | -20.8% |
| YTD | -15.4% | +11.4% | -26.8% | -27.8% |
| 1Y | -9.3% | +18.9% | -28.2% | -29.3% |
| 3Y | -14.0% | +70.3% | -84.2% | -58.3% |
| All | +32.8% | +94.0% | -61.2% | -43.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling