+96.1%
JEPI vs STLD
+998.5%
-902.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | -0.3% | +3.1% | -3.5% | -0.8% |
| 30D | +0.1% | -9.0% | +9.1% | +1.3% |
| 3M | +4.8% | -12.4% | +17.1% | +6.3% |
| 6M | +1.0% | +25.5% | -24.5% | -2.6% |
| YTD | +5.5% | +43.6% | -38.1% | -0.3% |
| 1Y | +9.2% | +87.2% | -78.0% | -0.6% |
| 3Y | +31.2% | +135.2% | -104.1% | +14.4% |
| 5Y | +41.4% | +290.9% | -249.5% | +13.7% |
| All | +96.1% | +998.5% | -902.4% | +39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling