+123.8%
STX vs JEPQ
+8.1%
+115.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +0.9% | -9.1% | -10.7% |
| 7D | -20.2% | -4.9% | -15.3% | -7.7% |
| 30D | -37.2% | -6.7% | -30.5% | -22.9% |
| 3M | -34.1% | -3.0% | -31.0% | -27.2% |
| 6M | -24.5% | +1.4% | -25.8% | -24.1% |
| YTD | +102.9% | +6.5% | +96.5% | +82.8% |
| 1Y | +123.8% | +8.4% | +115.4% | +93.6% |
| All | +123.8% | +8.1% | +115.7% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPQ.
Daily Out/Under-Performance
Portfolio return minus JEPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPQ 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 1y: compounded portfolio wealth divided by compounded JEPQ 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…
1y analysis · Full analysis span regression · 6 months rolling