+37.6%
STM vs JEPQ
+94.0%
-56.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.6% |
| 7D | +1.7% | +1.1% | +0.6% | -0.3% |
| 30D | -5.2% | +1.3% | -6.5% | -7.3% |
| 3M | -29.6% | +4.7% | -34.3% | -33.5% |
| 6M | +54.4% | +10.6% | +43.7% | +34.5% |
| YTD | +99.5% | +11.4% | +88.1% | +72.6% |
| 1Y | +100.8% | +19.4% | +81.3% | +54.7% |
| 3Y | +20.2% | +71.7% | -51.5% | -47.4% |
| All | +37.6% | +94.0% | -56.4% | -48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling