+84.1%
JEPQ vs STRL
+1,186.1%
-1,102.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | -0.2% |
| 7D | +5.7% | +23.4% | -17.7% | +2.9% |
| 30D | -5.9% | -39.5% | +33.6% | -0.8% |
| 3M | -2.5% | -45.1% | +42.6% | +3.7% |
| 6M | +1.3% | -64.6% | +65.8% | +12.3% |
| YTD | +7.8% | -1.5% | +9.4% | +1.4% |
| 1Y | +8.8% | -20.8% | +29.5% | +5.2% |
| 3Y | +62.3% | +353.1% | -290.9% | +15.0% |
| All | +84.1% | +1,186.1% | -1,102.1% | -5.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling