+149.3%
CBOE vs S
-71.9%
+221.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | -0.8% | -1.2% | +0.5% | -0.7% |
| 30D | +2.7% | -12.6% | +15.2% | +2.9% |
| 3M | +0.7% | +27.6% | -26.8% | +0.1% |
| 6M | -2.0% | +35.5% | -37.4% | -2.8% |
| YTD | +17.1% | +29.6% | -12.5% | +16.2% |
| 1Y | +26.5% | +8.1% | +18.4% | +25.9% |
| 3Y | +96.1% | +14.8% | +81.4% | +91.5% |
| 5Y | +149.3% | -70.6% | +219.9% | +162.1% |
| All | +149.3% | -71.9% | +221.2% | +162.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling