+31.4%
SNPS vs JEPQ
+94.0%
-62.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.5% |
| 7D | -5.5% | +1.1% | -6.5% | -6.9% |
| 30D | -4.5% | +1.3% | -5.8% | -6.1% |
| 3M | -15.5% | +4.7% | -20.2% | -21.3% |
| 6M | -10.1% | +10.6% | -20.7% | -22.6% |
| YTD | -16.3% | +11.4% | -27.7% | -28.5% |
| 1Y | -34.9% | +19.4% | -54.4% | -49.5% |
| 3Y | -14.4% | +71.7% | -86.1% | -58.9% |
| All | +31.4% | +94.0% | -62.6% | -44.0% |
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 · 6 months rolling