+82.2%
JEPQ vs STZ
-34.7%
+116.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | +3.4% | +2.6% | +0.8% | +3.1% |
| 30D | -5.6% | +15.2% | -20.8% | -7.6% |
| 3M | -4.2% | +7.6% | -11.8% | -5.2% |
| 6M | -0.2% | +5.3% | -5.4% | -1.2% |
| YTD | +6.7% | +8.6% | -1.9% | +3.9% |
| 1Y | +9.5% | +15.6% | -6.1% | +4.9% |
| 3Y | +60.5% | -35.2% | +95.7% | +74.2% |
| All | +82.2% | -34.7% | +116.8% | +100.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling