+990.2%
STX vs JEPQ
+94.0%
+896.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -5.0% |
| 7D | -2.3% | -0.2% | -2.1% | -2.1% |
| 30D | -5.5% | +0.8% | -6.2% | -6.4% |
| 3M | -4.3% | +4.0% | -8.3% | -8.2% |
| 6M | +115.6% | +10.4% | +105.2% | +92.2% |
| YTD | +202.2% | +11.4% | +190.8% | +168.0% |
| 1Y | +325.3% | +18.9% | +306.4% | +249.4% |
| 3Y | +1,283.9% | +70.3% | +1,213.6% | +620.2% |
| All | +990.2% | +94.0% | +896.2% | +395.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling