+24.9%
STM vs JEPQ
+85.8%
-60.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +2.5% |
| 7D | +12.0% | +3.4% | +8.6% | +5.3% |
| 30D | -0.4% | -5.6% | +5.2% | +11.7% |
| 3M | -13.2% | -4.2% | -9.0% | -4.8% |
| 6M | -26.1% | -0.2% | -25.9% | -22.3% |
| YTD | +81.2% | +6.7% | +74.5% | +71.8% |
| 1Y | +98.3% | +9.5% | +88.8% | +80.1% |
| 3Y | +16.7% | +60.5% | -43.8% | -41.8% |
| All | +24.9% | +85.8% | -60.9% | -48.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling