+96.5%
STM vs JEPI
+10.9%
+85.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.7% | -7.7% | -9.7% |
| 7D | -6.0% | +1.5% | -7.5% | -9.1% |
| 30D | -20.9% | +3.6% | -24.5% | -27.2% |
| 3M | -15.8% | +2.3% | -18.1% | -20.3% |
| 6M | -17.0% | +5.6% | -22.7% | -28.0% |
| YTD | +76.8% | +7.5% | +69.3% | +46.9% |
| 1Y | +96.5% | +10.6% | +85.9% | +50.9% |
| All | +96.5% | +10.9% | +85.6% | +50.9% |
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