+94.9%
JEPI vs STZ
-21.3%
+116.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.6% | +5.0% | +0.4% |
| 7D | -0.2% | -7.4% | +7.2% | +1.2% |
| 30D | -0.6% | -10.9% | +10.3% | +1.4% |
| 3M | +4.8% | -13.4% | +18.2% | +7.3% |
| 6M | +2.1% | -16.2% | +18.3% | +5.0% |
| YTD | +4.8% | -10.4% | +15.3% | +5.8% |
| 1Y | +8.4% | -14.8% | +23.2% | +10.5% |
| 3Y | +30.8% | -50.1% | +80.9% | +48.3% |
| 5Y | +41.0% | -38.8% | +79.8% | +51.8% |
| All | +94.9% | -21.3% | +116.2% | +99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling