+594.3%
STX vs JEPQ
+85.8%
+508.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -1.4% |
| 7D | +14.6% | +3.4% | +11.2% | +9.0% |
| 30D | -26.0% | -5.6% | -20.4% | -17.0% |
| 3M | -42.6% | -4.2% | -38.5% | -37.0% |
| 6M | -35.3% | -0.2% | -35.1% | -31.7% |
| YTD | +92.5% | +6.7% | +85.7% | +87.3% |
| 1Y | +102.4% | +9.5% | +92.9% | +91.3% |
| 3Y | +673.8% | +60.5% | +613.3% | +351.5% |
| All | +594.3% | +85.8% | +508.5% | +246.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling