+55.9%
SOXL vs JEPQ
+8.1%
+47.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.9% | -9.7% | -15.7% |
| 7D | -37.9% | -4.9% | -33.0% | -6.3% |
| 30D | -59.4% | -6.7% | -52.7% | -25.6% |
| 3M | -52.3% | -3.0% | -49.3% | -31.4% |
| 6M | -47.7% | +1.4% | -49.1% | -22.6% |
| YTD | +58.8% | +6.5% | +52.3% | +96.0% |
| 1Y | +55.9% | +8.4% | +47.5% | +83.2% |
| All | +55.9% | +8.1% | +47.8% | +83.2% |
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