+90.5%
JEPQ vs STLD
+198.3%
-107.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | +0.7% | +3.1% | -2.5% | 0.0% |
| 30D | +2.0% | -9.0% | +11.0% | +3.7% |
| 3M | +2.0% | -12.4% | +14.4% | +4.3% |
| 6M | +10.4% | +25.5% | -15.1% | +4.4% |
| YTD | +11.6% | +43.6% | -32.0% | +2.3% |
| 1Y | +20.7% | +87.2% | -66.5% | +4.3% |
| 3Y | +70.8% | +135.2% | -64.4% | +38.0% |
| All | +90.5% | +198.3% | -107.8% | +42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling