+101.3%
JEPI vs STLD
+978.6%
-877.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | +2.9% | +6.9% | -3.9% | +2.0% |
| 30D | +2.6% | -1.5% | +4.0% | +2.7% |
| 3M | +2.2% | -9.7% | +11.9% | +3.3% |
| 6M | +7.6% | +2.3% | +5.3% | +6.7% |
| YTD | +8.3% | +41.0% | -32.7% | +2.5% |
| 1Y | +9.7% | +51.8% | -42.1% | +2.8% |
| 3Y | +36.7% | +126.4% | -89.7% | +19.7% |
| 5Y | +44.4% | +285.7% | -241.3% | +16.4% |
| All | +101.3% | +978.6% | -877.3% | +43.3% |
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