+98.8%
STM vs JEPQ
+18.0%
+80.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | +0.5% |
| 7D | -1.1% | -0.7% | -0.4% | +0.7% |
| 30D | -7.8% | +0.6% | -8.4% | -8.9% |
| 3M | -28.2% | +5.8% | -34.0% | -35.2% |
| 6M | +52.0% | +9.7% | +42.3% | +29.8% |
| YTD | +96.4% | +10.5% | +85.8% | +66.5% |
| 1Y | +98.8% | +18.4% | +80.4% | +34.4% |
| All | +98.8% | +18.0% | +80.8% | +34.4% |
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 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