-25.9%
STRL vs JEPI
+10.9%
-36.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +1.7% | -23.1% | -24.2% |
| 7D | -27.1% | +1.5% | -28.5% | -29.2% |
| 30D | -45.8% | +3.6% | -49.4% | -49.6% |
| 3M | -47.6% | +2.3% | -49.9% | -50.2% |
| 6M | -46.4% | +5.6% | -52.1% | -53.0% |
| YTD | -7.4% | +7.5% | -14.8% | -24.2% |
| 1Y | -25.9% | +10.6% | -36.5% | -45.6% |
| All | -25.9% | +10.9% | -36.8% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 JEPI 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