+94.6%
SOFI vs JEPQ
+70.7%
+23.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | -1.1% |
| 7D | -4.9% | -0.2% | -4.8% | -4.6% |
| 30D | -3.5% | +0.8% | -4.2% | -4.7% |
| 3M | +3.9% | +4.0% | -0.1% | -4.2% |
| 6M | -6.5% | +10.4% | -16.9% | -24.1% |
| YTD | -33.8% | +11.4% | -45.3% | -47.4% |
| 1Y | -33.3% | +18.9% | -52.2% | -53.0% |
| 3Y | +94.6% | +70.3% | +24.3% | -31.4% |
| All | +94.6% | +70.7% | +23.9% | -31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling