+60.5%
JEPQ vs STRL
+341.0%
-280.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.0% | -0.7% |
| 7D | +3.4% | +15.7% | -12.2% | +1.6% |
| 30D | -5.6% | -35.5% | +29.9% | -1.4% |
| 3M | -4.2% | -47.1% | +43.0% | +2.0% |
| 6M | -0.2% | -65.8% | +65.6% | +10.6% |
| YTD | +6.7% | -4.5% | +11.2% | +0.7% |
| 1Y | +9.5% | -10.5% | +19.9% | +4.0% |
| 3Y | +60.5% | +340.6% | -280.1% | +20.7% |
| All | +60.5% | +341.0% | -280.5% | +20.7% |
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 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