+90.4%
JEPQ vs STLD
+196.1%
-105.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +1.4% | +2.7% | -1.2% | +0.9% |
| 30D | +1.3% | -8.4% | +9.8% | +2.9% |
| 3M | +3.8% | -9.9% | +13.7% | +5.5% |
| 6M | +12.2% | +33.0% | -20.9% | +4.8% |
| YTD | +11.6% | +42.6% | -31.0% | +2.4% |
| 1Y | +19.9% | +80.8% | -60.9% | +4.3% |
| 3Y | +71.9% | +143.4% | -71.5% | +37.9% |
| All | +90.4% | +196.1% | -105.7% | +42.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling