+1,063.4%
STX vs JEPQ
+94.0%
+969.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | +9.6% | +1.1% | +8.5% | +7.8% |
| 30D | +10.6% | +1.3% | +9.3% | +8.7% |
| 3M | +4.8% | +4.7% | +0.1% | -0.3% |
| 6M | +137.3% | +10.6% | +126.6% | +111.0% |
| YTD | +222.5% | +11.4% | +211.1% | +186.1% |
| 1Y | +366.2% | +19.4% | +346.8% | +281.1% |
| 3Y | +1,352.9% | +71.7% | +1,281.2% | +647.9% |
| All | +1,063.4% | +94.0% | +969.4% | +428.6% |
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 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