+16.4%
SPGI vs JEPQ
+70.7%
-54.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.4% | -2.5% |
| 7D | -3.1% | +1.1% | -4.2% | -3.6% |
| 30D | +2.0% | +1.3% | +0.7% | +1.3% |
| 3M | +4.3% | +4.7% | -0.4% | +1.2% |
| 6M | -0.2% | +10.6% | -10.9% | -6.8% |
| YTD | -14.8% | +11.4% | -26.2% | -20.7% |
| 1Y | -18.5% | +19.4% | -38.0% | -27.9% |
| All | +16.4% | +70.7% | -54.4% | -24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling