+89.3%
SPYM vs JEPQ
+94.0%
-4.7%
-18.7%
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% | +0.1% |
| 7D | -0.8% | -0.2% | -0.6% | -0.6% |
| 30D | -1.1% | +0.8% | -1.9% | -1.8% |
| 3M | +3.9% | +4.0% | -0.1% | -0.1% |
| 6M | +13.6% | +10.4% | +3.2% | +3.2% |
| YTD | +12.7% | +11.4% | +1.3% | +1.4% |
| 1Y | +17.6% | +18.9% | -1.3% | -0.6% |
| 3Y | +77.2% | +70.3% | +6.9% | +5.5% |
| All | +89.3% | +94.0% | -4.7% | +0.6% |
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