+88.7%
JEPQ vs STZ
-44.9%
+133.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.1% |
| 7D | -0.7% | -4.1% | +3.4% | 0.0% |
| 30D | +0.6% | -7.6% | +8.1% | +1.7% |
| 3M | +5.8% | -12.3% | +18.1% | +7.8% |
| 6M | +9.7% | -16.3% | +26.0% | +12.4% |
| YTD | +10.5% | -8.4% | +18.9% | +10.4% |
| 1Y | +18.4% | -10.8% | +29.2% | +18.8% |
| 3Y | +70.3% | -49.0% | +119.3% | +95.4% |
| All | +88.7% | -44.9% | +133.6% | +113.5% |
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