-0.2%
JEPQ vs STZ
+4.3%
-4.5%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -0.9% |
| 7D | +3.4% | +2.6% | +0.8% | +3.8% |
| 30D | -5.6% | +15.2% | -20.8% | -3.4% |
| 3M | -4.2% | +7.6% | -11.8% | -2.5% |
| 6M | -0.2% | +5.3% | -5.4% | +1.4% |
| All | -0.2% | +4.3% | -4.5% | +1.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling