+122.3%
STM vs JEPI
+92.4%
+29.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -0.5% |
| 7D | -1.1% | -2.0% | +1.0% | +3.3% |
| 30D | -7.8% | -2.0% | -5.8% | -3.9% |
| 3M | -28.2% | +3.8% | -32.0% | -33.6% |
| 6M | +52.0% | +0.8% | +51.1% | +49.8% |
| YTD | +96.4% | +3.7% | +92.7% | +83.4% |
| 1Y | +98.8% | +7.1% | +91.7% | +74.2% |
| 3Y | +18.3% | +29.4% | -11.1% | -26.0% |
| 5Y | +17.7% | +40.8% | -23.0% | -35.5% |
| All | +122.3% | +92.4% | +29.8% | -36.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling