+518.7%
CBOE vs SAN
+270.1%
+248.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.7% |
| 7D | +6.3% | +4.0% | +2.3% | +5.7% |
| 30D | +24.9% | -7.8% | +32.8% | +26.2% |
| 3M | +28.5% | -16.4% | +44.8% | +31.3% |
| 6M | +2.9% | +3.5% | -0.7% | +1.5% |
| YTD | +50.7% | +6.7% | +44.0% | +46.9% |
| 1Y | +45.5% | +14.5% | +31.0% | +40.0% |
| 3Y | +116.3% | +243.5% | -127.2% | +66.1% |
| 5Y | +204.3% | +296.2% | -91.9% | +120.2% |
| All | +518.7% | +270.1% | +248.6% | +325.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling