+363.6%
SPOT vs JEPQ
+92.4%
+271.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.8% |
| 7D | -6.9% | -0.7% | -6.2% | -6.1% |
| 30D | +4.1% | +0.6% | +3.6% | +3.2% |
| 3M | +3.7% | +5.8% | -2.1% | -5.5% |
| 6M | -1.6% | +9.7% | -11.3% | -15.4% |
| YTD | -10.2% | +10.5% | -20.7% | -23.7% |
| 1Y | -25.9% | +18.4% | -44.3% | -43.5% |
| 3Y | +235.6% | +70.3% | +165.3% | +39.7% |
| All | +363.6% | +92.4% | +271.1% | +67.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling