+2.9%
SPGI vs JEPQ
+8.1%
-5.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.4% | +3.4% |
| 7D | +7.2% | -4.9% | +12.1% | +7.1% |
| 30D | +23.2% | -6.7% | +29.9% | +23.2% |
| 3M | +17.0% | -3.0% | +20.0% | +16.8% |
| 6M | +20.4% | +1.4% | +19.0% | +18.4% |
| YTD | -1.9% | +6.5% | -8.4% | -4.4% |
| 1Y | +2.9% | +8.4% | -5.5% | +0.6% |
| All | +2.9% | +8.1% | -5.2% | +0.6% |
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 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