-5.3%
SYK vs JEPQ
+70.7%
-76.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.2% | +1.7% |
| 7D | -9.1% | -0.2% | -8.9% | -9.0% |
| 30D | -20.6% | +0.8% | -21.4% | -20.9% |
| 3M | -9.6% | +4.0% | -13.6% | -11.5% |
| 6M | -19.9% | +10.4% | -30.3% | -24.4% |
| YTD | -21.2% | +11.4% | -32.6% | -26.1% |
| 1Y | -28.4% | +18.9% | -47.3% | -35.7% |
| 3Y | -5.3% | +70.3% | -75.6% | -36.2% |
| All | -5.3% | +70.7% | -76.0% | -36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling