+2,082.1%
STRL vs JEPI
+41.5%
+2,040.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.7% | +4.2% |
| 7D | +5.0% | -1.0% | +6.0% | +7.0% |
| 30D | -6.9% | -1.4% | -5.5% | -4.6% |
| 3M | -39.1% | +3.5% | -42.6% | -43.1% |
| 6M | +21.5% | +1.9% | +19.6% | +17.4% |
| YTD | +66.9% | +4.4% | +62.4% | +54.7% |
| 1Y | +61.6% | +7.2% | +54.4% | +43.9% |
| 3Y | +560.0% | +29.8% | +530.2% | +342.7% |
| All | +2,082.1% | +41.5% | +2,040.6% | +1,205.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling