+276.9%
SOXX vs JEPQ
+94.0%
+182.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +0.3% |
| 7D | +1.4% | -0.2% | +1.5% | +1.7% |
| 30D | -3.6% | +0.8% | -4.4% | -4.9% |
| 3M | -10.2% | +4.0% | -14.1% | -14.9% |
| 6M | +54.2% | +10.4% | +43.9% | +32.7% |
| YTD | +75.2% | +11.4% | +63.8% | +48.9% |
| 1Y | +107.5% | +18.9% | +88.6% | +58.2% |
| 3Y | +226.8% | +70.3% | +156.5% | +40.9% |
| All | +276.9% | +94.0% | +182.9% | +39.6% |
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