+36.5%
JEPI vs STLA
-77.1%
+113.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | +2.7% | -13.8% | +16.5% | +4.1% |
| 30D | +2.5% | -10.5% | +13.1% | +3.5% |
| 3M | +1.9% | -28.9% | +30.8% | +4.9% |
| 6M | +7.7% | -49.7% | +57.5% | +14.5% |
| YTD | +8.2% | -64.9% | +73.1% | +18.7% |
| 1Y | +10.4% | -64.0% | +74.4% | +20.6% |
| 3Y | +36.5% | -77.4% | +113.9% | +51.2% |
| All | +36.5% | -77.1% | +113.6% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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