+673.8%
STX vs JEPQ
+60.7%
+613.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -1.1% |
| 7D | +14.6% | +3.4% | +11.2% | +8.3% |
| 30D | -26.0% | -5.6% | -20.4% | -15.9% |
| 3M | -42.6% | -4.2% | -38.5% | -36.3% |
| 6M | -35.3% | -0.2% | -35.1% | -31.4% |
| YTD | +92.5% | +6.7% | +85.7% | +86.9% |
| 1Y | +102.4% | +9.5% | +92.9% | +90.6% |
| 3Y | +673.8% | +60.5% | +613.3% | +335.5% |
| All | +673.8% | +60.7% | +613.2% | +335.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling