+89.1%
SPY vs JEPQ
+94.2%
-5.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +0.5% | +1.4% | -0.9% | -0.8% |
| 30D | -0.9% | +1.3% | -2.3% | -2.2% |
| 3M | +3.9% | +3.8% | 0.0% | 0.0% |
| 6M | +14.5% | +12.2% | +2.4% | +2.2% |
| YTD | +12.9% | +11.6% | +1.4% | +1.3% |
| 1Y | +19.4% | +19.9% | -0.5% | -0.2% |
| 3Y | +78.5% | +71.9% | +6.6% | +4.5% |
| All | +89.1% | +94.2% | -5.1% | -0.3% |
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