+1,087.6%
STX vs JEPQ
+94.2%
+993.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | 0.0% | +6.5% | +6.5% |
| 7D | +10.7% | +1.4% | +9.3% | +8.3% |
| 30D | +11.3% | +1.3% | +9.9% | +9.3% |
| 3M | +3.2% | +3.8% | -0.6% | -0.6% |
| 6M | +157.0% | +12.2% | +144.8% | +124.2% |
| YTD | +229.2% | +11.6% | +217.6% | +191.5% |
| 1Y | +381.8% | +19.9% | +362.0% | +291.8% |
| 3Y | +1,383.2% | +71.9% | +1,311.3% | +662.1% |
| All | +1,087.6% | +94.2% | +993.4% | +438.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling