+70.3%
JEPQ vs STRL
+526.3%
-456.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | 0.0% |
| 7D | +1.1% | +8.2% | -7.1% | +0.1% |
| 30D | +1.3% | -6.3% | +7.6% | +1.9% |
| 3M | +4.7% | -41.2% | +45.9% | +10.2% |
| 6M | +10.6% | +20.4% | -9.7% | +4.2% |
| YTD | +11.4% | +61.7% | -50.3% | +0.2% |
| 1Y | +19.4% | +72.7% | -53.3% | +5.2% |
| All | +70.3% | +526.3% | -456.0% | +22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling