+90.4%
JEPQ vs STRL
+2,041.6%
-1,951.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.3% | -0.4% |
| 7D | +1.4% | +10.1% | -8.7% | +0.2% |
| 30D | +1.3% | -8.2% | +9.5% | +2.2% |
| 3M | +3.8% | -43.7% | +47.5% | +10.3% |
| 6M | +12.2% | +27.1% | -14.9% | +4.5% |
| YTD | +11.6% | +64.0% | -52.4% | -0.4% |
| 1Y | +19.9% | +75.2% | -55.3% | +4.8% |
| 3Y | +71.9% | +539.9% | -468.0% | +18.1% |
| All | +90.4% | +2,041.6% | -1,951.1% | -7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling