+8.8%
JEPQ vs STRL
-22.3%
+31.0%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | -0.2% |
| 7D | +5.7% | +23.4% | -17.7% | +3.6% |
| 30D | -5.9% | -39.5% | +33.6% | -2.4% |
| 3M | -2.5% | -45.1% | +42.6% | +1.7% |
| 6M | +1.3% | -64.6% | +65.8% | +8.6% |
| YTD | +7.8% | -1.5% | +9.4% | +2.1% |
| 1Y | +8.8% | -20.8% | +29.5% | +6.0% |
| All | +8.8% | -22.3% | +31.0% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling