-40.8%
SOFI vs JEPQ
+8.1%
-49.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.7% | +1.8% |
| 7D | +1.4% | -4.9% | +6.3% | +12.0% |
| 30D | +9.2% | -6.7% | +15.8% | +25.5% |
| 3M | -7.1% | -3.0% | -4.0% | -1.2% |
| 6M | +7.3% | +1.4% | +5.9% | +3.0% |
| YTD | -33.6% | +6.5% | -40.1% | -43.2% |
| 1Y | -40.8% | +8.4% | -49.2% | -52.4% |
| All | -40.8% | +8.1% | -49.0% | -52.4% |
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 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