-4.6%
STM vs JEPI
+44.0%
-48.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.9% |
| 7D | +12.0% | +2.7% | +9.3% | +5.9% |
| 30D | -0.4% | +2.5% | -2.9% | -5.0% |
| 3M | -13.2% | +1.9% | -15.1% | -16.3% |
| 6M | -26.1% | +7.7% | -33.8% | -36.6% |
| YTD | +81.2% | +8.2% | +73.0% | +55.4% |
| 1Y | +98.3% | +10.4% | +87.9% | +63.3% |
| 3Y | +16.7% | +36.5% | -19.8% | -34.9% |
| All | -4.6% | +44.0% | -48.6% | -51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling