-100.0%
SOXS vs JEPQ
+94.0%
-194.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.4% | -0.8% |
| 7D | -4.7% | -0.2% | -4.6% | -5.2% |
| 30D | +7.7% | +0.8% | +7.0% | +15.1% |
| 3M | -10.2% | +4.0% | -14.1% | +47.4% |
| 6M | -99.2% | +10.4% | -109.6% | -96.5% |
| YTD | -99.5% | +11.4% | -111.0% | -97.6% |
| 1Y | -99.8% | +18.9% | -118.7% | -98.0% |
| 3Y | -100.0% | +70.3% | -170.3% | -97.5% |
| All | -100.0% | +94.0% | -194.0% | -97.8% |
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