+367.1%
SPOT vs JEPQ
+94.0%
+273.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | -0.3% |
| 7D | -3.1% | -0.2% | -2.9% | -2.9% |
| 30D | +7.4% | +0.8% | +6.6% | +6.1% |
| 3M | +8.2% | +4.0% | +4.2% | +1.3% |
| 6M | +2.2% | +10.4% | -8.2% | -12.8% |
| YTD | -9.5% | +11.4% | -20.9% | -23.9% |
| 1Y | -23.8% | +18.9% | -42.8% | -42.2% |
| 3Y | +233.5% | +70.3% | +163.2% | +39.5% |
| All | +367.1% | +94.0% | +273.1% | +66.9% |
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