-5.1%
SNXX vs JEPQ
-2.7%
-2.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -43.1% | -6.0% | -37.1% | +6.5% |
| 7D | -66.8% | -9.5% | -57.3% | -10.4% |
| 30D | -79.7% | -12.3% | -67.3% | -24.5% |
| 3M | -72.8% | -8.5% | -64.3% | -29.1% |
| 6M | -84.7% | -5.0% | -79.7% | -53.3% |
| All | -5.1% | -2.7% | -2.5% | +160.1% |
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