+3,241.6%
STRL vs JEPI
+100.7%
+3,140.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -2.9% | -2.8% |
| 7D | +15.7% | +2.7% | +12.9% | +10.6% |
| 30D | -35.5% | +2.5% | -38.0% | -38.2% |
| 3M | -47.1% | +1.9% | -49.1% | -48.9% |
| 6M | -65.8% | +7.7% | -73.5% | -70.2% |
| YTD | -4.5% | +8.2% | -12.7% | -16.8% |
| 1Y | -10.5% | +10.4% | -20.9% | -24.6% |
| 3Y | +340.6% | +36.5% | +304.1% | +166.3% |
| 5Y | +911.0% | +44.2% | +866.8% | +467.1% |
| All | +3,241.6% | +100.7% | +3,140.9% | +876.7% |
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