+23.9%
SPGI vs JEPQ
+94.0%
-70.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.5% |
| 7D | -7.4% | -0.2% | -7.2% | -7.3% |
| 30D | +0.4% | +0.8% | -0.4% | -0.2% |
| 3M | +5.3% | +4.0% | +1.3% | +1.7% |
| 6M | +1.7% | +10.4% | -8.7% | -6.7% |
| YTD | -16.4% | +11.4% | -27.8% | -23.8% |
| 1Y | -20.5% | +18.9% | -39.4% | -31.6% |
| 3Y | +14.2% | +70.3% | -56.1% | -30.5% |
| All | +23.9% | +94.0% | -70.1% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling