+90.2%
JEPQ vs STT
+216.3%
-126.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.1% | +1.0% | +0.1% | +0.8% |
| 30D | +1.3% | +2.8% | -1.5% | +0.4% |
| 3M | +4.7% | +18.1% | -13.4% | -0.8% |
| 6M | +10.6% | +59.2% | -48.6% | -4.8% |
| YTD | +11.4% | +51.5% | -40.0% | -2.8% |
| 1Y | +19.4% | +75.7% | -56.2% | -0.8% |
| 3Y | +71.7% | +200.8% | -129.1% | +19.4% |
| All | +90.2% | +216.3% | -126.1% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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