+369.4%
CBOE vs SAN
+347.0%
+22.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | -3.7% | -2.8% | -0.9% | -3.3% |
| 30D | +2.0% | -0.5% | +2.5% | +2.0% |
| 3M | -4.2% | +22.7% | -27.0% | -7.4% |
| 6M | +1.2% | +28.8% | -27.6% | -3.2% |
| YTD | +15.4% | +26.3% | -10.9% | +10.2% |
| 1Y | +23.5% | +48.8% | -25.4% | +14.5% |
| 3Y | +93.2% | +347.2% | -254.0% | +42.7% |
| 5Y | +142.0% | +383.8% | -241.8% | +70.6% |
| All | +369.4% | +347.0% | +22.4% | +214.4% |
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