+70.3%
JEPQ vs STZ
-49.9%
+120.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | +1.1% | -6.0% | +7.1% | +1.5% |
| 30D | +1.3% | -8.9% | +10.2% | +1.9% |
| 3M | +4.7% | -12.6% | +17.2% | +5.6% |
| 6M | +10.6% | -17.2% | +27.8% | +12.0% |
| YTD | +11.4% | -10.0% | +21.5% | +11.2% |
| 1Y | +19.4% | -14.3% | +33.7% | +19.8% |
| All | +70.3% | -49.9% | +120.2% | +79.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling