+21.1%
STM vs JEPI
+30.9%
-9.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.9% |
| 7D | +5.2% | -0.2% | +5.4% | +5.8% |
| 30D | -7.4% | -0.6% | -6.8% | -6.2% |
| 3M | -30.6% | +4.8% | -35.4% | -38.0% |
| 6M | +66.4% | +2.1% | +64.3% | +58.7% |
| YTD | +101.1% | +4.8% | +96.3% | +81.2% |
| 1Y | +97.4% | +8.4% | +88.9% | +64.8% |
| 3Y | +21.1% | +30.8% | -9.7% | -25.6% |
| All | +21.1% | +30.9% | -9.7% | -25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling