+68.5%
STRL vs JEPI
+9.5%
+59.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.1% | +6.6% |
| 7D | +3.4% | -0.3% | +3.7% | +4.1% |
| 30D | -9.2% | +0.1% | -9.4% | -9.8% |
| 3M | -51.0% | +4.8% | -55.8% | -56.6% |
| 6M | +15.8% | +1.0% | +14.8% | +14.1% |
| YTD | +58.9% | +5.5% | +53.4% | +37.0% |
| 1Y | +68.5% | +9.2% | +59.3% | +34.3% |
| All | +68.5% | +9.5% | +59.0% | +34.3% |
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