+88.7%
JEPQ vs STRL
+1,967.6%
-1,878.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.6% |
| 7D | -0.7% | +5.4% | -6.1% | -1.3% |
| 30D | +0.6% | -9.0% | +9.5% | +1.5% |
| 3M | +5.8% | -37.1% | +42.8% | +10.9% |
| 6M | +9.7% | +17.8% | -8.2% | +3.2% |
| YTD | +10.5% | +58.3% | -47.8% | -0.9% |
| 1Y | +18.4% | +61.0% | -42.6% | +4.8% |
| 3Y | +70.3% | +517.8% | -447.5% | +17.5% |
| All | +88.7% | +1,967.6% | -1,878.9% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded STRL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling