+116.3%
CBOE vs S
+41.6%
+74.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.8% |
| 7D | +6.3% | +2.0% | +4.3% | +6.4% |
| 30D | +24.9% | -2.7% | +27.7% | +24.8% |
| 3M | +28.5% | -6.9% | +35.3% | +28.2% |
| 6M | +2.9% | +38.1% | -35.2% | +4.8% |
| YTD | +50.7% | +48.0% | +2.7% | +54.1% |
| 1Y | +45.5% | +34.5% | +11.0% | +48.2% |
| 3Y | +116.3% | +38.3% | +78.0% | +137.2% |
| All | +116.3% | +41.6% | +74.8% | +137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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