+30.8%
JEPI vs STLD
+141.4%
-110.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -0.2% | +2.7% | -2.9% | -0.6% |
| 30D | -0.6% | -8.4% | +7.8% | +0.5% |
| 3M | +4.8% | -9.9% | +14.7% | +6.0% |
| 6M | +2.1% | +33.0% | -30.9% | -2.8% |
| YTD | +4.8% | +42.6% | -37.7% | -1.5% |
| 1Y | +8.4% | +80.8% | -72.3% | -2.0% |
| 3Y | +30.8% | +143.4% | -112.6% | +11.9% |
| All | +30.8% | +141.4% | -110.6% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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