+99.6%
STM vs JEPI
+9.5%
+90.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +2.8% |
| 7D | +5.8% | -0.3% | +6.1% | +6.6% |
| 30D | -1.0% | +0.1% | -1.1% | -1.6% |
| 3M | -33.3% | +4.8% | -38.0% | -41.1% |
| 6M | +57.4% | +1.0% | +56.4% | +53.2% |
| YTD | +102.2% | +5.5% | +96.7% | +75.9% |
| 1Y | +99.6% | +9.2% | +90.4% | +59.5% |
| All | +99.6% | +9.5% | +90.1% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 1y: compounded portfolio wealth divided by compounded JEPI 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…
1y analysis · Full analysis span regression · 6 months rolling