+96.5%
STM vs JEPQ
+8.1%
+88.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.9% | -7.0% | -8.3% |
| 7D | -6.0% | -4.9% | -1.1% | +6.5% |
| 30D | -20.9% | -6.7% | -14.3% | -5.5% |
| 3M | -15.8% | -3.0% | -12.7% | -8.5% |
| 6M | -17.0% | +1.4% | -18.4% | -15.0% |
| YTD | +76.8% | +6.5% | +70.3% | +66.1% |
| 1Y | +96.5% | +8.4% | +88.1% | +80.8% |
| All | +96.5% | +8.1% | +88.4% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPQ.
Daily Out/Under-Performance
Portfolio return minus JEPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPQ 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 JEPQ 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