+94.9%
JEPI vs STLA
+6.6%
+88.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.4% | -0.2% |
| 7D | -0.2% | +0.7% | -1.0% | -0.3% |
| 30D | -0.6% | -2.4% | +1.8% | -0.4% |
| 3M | +4.8% | -23.9% | +28.7% | +8.0% |
| 6M | +2.1% | -24.6% | +26.7% | +5.1% |
| YTD | +4.8% | -50.5% | +55.3% | +13.1% |
| 1Y | +8.4% | -39.8% | +48.3% | +13.2% |
| 3Y | +30.8% | -65.6% | +96.4% | +43.6% |
| 5Y | +41.0% | -62.1% | +103.1% | +48.5% |
| All | +94.9% | +6.6% | +88.3% | +82.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling