+21.1%
STM vs JEPQ
+71.9%
-50.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +5.2% | +1.4% | +3.8% | +2.3% |
| 30D | -7.4% | +1.3% | -8.7% | -9.6% |
| 3M | -30.6% | +3.8% | -34.5% | -33.8% |
| 6M | +66.4% | +12.2% | +54.2% | +40.4% |
| YTD | +101.1% | +11.6% | +89.6% | +72.1% |
| 1Y | +97.4% | +19.9% | +77.5% | +49.1% |
| 3Y | +21.1% | +71.9% | -50.8% | -43.8% |
| All | +21.1% | +71.9% | -50.8% | -43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling