+41.8%
JEPI vs STZ
-37.6%
+79.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.9% |
| 7D | -1.0% | -4.5% | +3.5% | -0.2% |
| 30D | -1.4% | -8.6% | +7.2% | +0.1% |
| 3M | +3.5% | -13.8% | +17.3% | +6.2% |
| 6M | +1.9% | -17.2% | +19.1% | +5.1% |
| YTD | +4.4% | -9.4% | +13.8% | +5.1% |
| 1Y | +7.2% | -11.9% | +19.1% | +8.3% |
| 3Y | +29.8% | -49.6% | +79.4% | +48.6% |
| All | +41.8% | -37.6% | +79.4% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 5y: compounded portfolio wealth divided by compounded STZ 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…
5y analysis · Full analysis span regression · 6 months rolling