+23.8%
SPGI vs JEPQ
+92.4%
-68.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.3% |
| 7D | -8.9% | -0.7% | -8.3% | -8.5% |
| 30D | +0.6% | +0.6% | +0.1% | +0.2% |
| 3M | +2.0% | +5.8% | -3.8% | -2.9% |
| 6M | +0.1% | +9.7% | -9.6% | -7.7% |
| YTD | -16.4% | +10.5% | -27.0% | -23.4% |
| 1Y | -18.9% | +18.4% | -37.3% | -30.1% |
| 3Y | +13.8% | +70.3% | -56.6% | -31.0% |
| All | +23.8% | +92.4% | -68.7% | -33.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling