+357.9%
STRL vs JEPI
+37.3%
+320.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.0% | +4.0% | +2.9% |
| 7D | +7.1% | -0.1% | +7.3% | +8.5% |
| 30D | -39.4% | +2.8% | -42.2% | -42.8% |
| 3M | -43.0% | +2.6% | -45.6% | -46.0% |
| 6M | -65.0% | +8.4% | -73.4% | -70.7% |
| YTD | -0.8% | +8.6% | -9.4% | -16.8% |
| 1Y | -20.3% | +10.4% | -30.7% | -35.1% |
| All | +357.9% | +37.3% | +320.6% | +107.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling