+94.2%
JEPI vs STT
+305.0%
-210.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.5% |
| 7D | -1.0% | -0.4% | -0.6% | -0.9% |
| 30D | -1.4% | +1.7% | -3.2% | -1.8% |
| 3M | +3.5% | +17.9% | -14.4% | +0.2% |
| 6M | +1.9% | +55.3% | -53.4% | -6.5% |
| YTD | +4.4% | +52.7% | -48.2% | -4.1% |
| 1Y | +7.2% | +75.7% | -68.5% | -4.2% |
| 3Y | +29.8% | +197.9% | -168.1% | +4.6% |
| 5Y | +41.7% | +158.8% | -117.0% | +13.8% |
| All | +94.2% | +305.0% | -210.9% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling