+673.8%
STX vs JEPI
+36.7%
+637.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -2.9% |
| 7D | +14.6% | +2.7% | +11.9% | +9.9% |
| 30D | -26.0% | +2.5% | -28.5% | -28.1% |
| 3M | -42.6% | +1.9% | -44.6% | -44.0% |
| 6M | -35.3% | +7.7% | -43.0% | -42.9% |
| YTD | +92.5% | +8.2% | +84.3% | +69.8% |
| 1Y | +102.4% | +10.4% | +92.0% | +72.8% |
| 3Y | +673.8% | +36.5% | +637.3% | +367.6% |
| All | +673.8% | +36.7% | +637.1% | +367.6% |
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