-35.3%
STX vs JEPQ
+0.1%
-35.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -0.1% |
| 7D | +14.6% | +3.4% | +11.2% | +4.9% |
| 30D | -26.0% | -5.6% | -20.4% | -10.5% |
| 3M | -42.6% | -4.2% | -38.5% | -33.3% |
| 6M | -35.3% | -0.2% | -35.1% | -31.2% |
| All | -35.3% | +0.1% | -35.3% | -31.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling