-23.8%
SPOT vs JEPQ
+19.0%
-42.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | -3.1% | -0.2% | -2.9% | -3.1% |
| 30D | +7.4% | +0.8% | +6.6% | +7.2% |
| 3M | +8.2% | +4.0% | +4.2% | +7.1% |
| 6M | +2.2% | +10.4% | -8.2% | -2.7% |
| YTD | -9.5% | +11.4% | -20.9% | -14.0% |
| 1Y | -23.8% | +18.9% | -42.8% | -34.5% |
| All | -23.8% | +19.0% | -42.8% | -34.5% |
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 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