+5,441.3%
STRL vs JEPI
+92.4%
+5,348.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.2% |
| 7D | +5.4% | -2.0% | +7.4% | +9.4% |
| 30D | -9.0% | -2.0% | -7.0% | -5.7% |
| 3M | -37.1% | +3.8% | -40.8% | -41.5% |
| 6M | +17.8% | +0.8% | +17.0% | +16.0% |
| YTD | +58.3% | +3.7% | +54.6% | +48.4% |
| 1Y | +61.0% | +7.1% | +53.9% | +43.3% |
| 3Y | +517.8% | +29.4% | +488.4% | +310.2% |
| 5Y | +2,119.0% | +40.8% | +2,078.3% | +1,194.7% |
| All | +5,441.3% | +92.4% | +5,348.8% | +1,641.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling