-95.3%
SQQQ vs JEPQ
+94.0%
-189.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | +0.5% |
| 7D | +1.8% | -0.2% | +2.0% | +1.3% |
| 30D | +4.2% | +0.8% | +3.4% | +8.0% |
| 3M | -3.3% | +4.0% | -7.2% | +20.1% |
| 6M | -43.6% | +10.4% | -54.0% | -6.7% |
| YTD | -41.9% | +11.4% | -53.3% | +2.5% |
| 1Y | -50.6% | +18.9% | -69.5% | +16.7% |
| 3Y | -89.3% | +70.3% | -159.6% | +64.0% |
| All | -95.3% | +94.0% | -189.3% | +76.7% |
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