+94.9%
JEPI vs STT
+301.8%
-206.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.4% |
| 7D | -0.2% | +2.2% | -2.4% | -0.6% |
| 30D | -0.6% | +3.9% | -4.5% | -1.3% |
| 3M | +4.8% | +19.2% | -14.4% | +1.2% |
| 6M | +2.1% | +60.4% | -58.3% | -6.9% |
| YTD | +4.8% | +51.5% | -46.6% | -3.5% |
| 1Y | +8.4% | +76.3% | -67.8% | -3.2% |
| 3Y | +30.8% | +200.7% | -170.0% | +5.3% |
| 5Y | +41.0% | +157.5% | -116.5% | +13.4% |
| All | +94.9% | +301.8% | -206.9% | +49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling