+41.8%
JEPI vs STLA
-62.8%
+104.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +0.4% |
| 7D | -1.0% | -2.9% | +1.9% | -0.6% |
| 30D | -1.4% | +0.9% | -2.4% | -1.6% |
| 3M | +3.5% | -21.6% | +25.2% | +6.5% |
| 6M | +1.9% | -21.6% | +23.6% | +4.5% |
| YTD | +4.4% | -50.4% | +54.8% | +13.1% |
| 1Y | +7.2% | -43.6% | +50.8% | +13.2% |
| 3Y | +29.8% | -66.4% | +96.2% | +43.5% |
| All | +41.8% | -62.8% | +104.7% | +48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling