+149.3%
CBOE vs SAN
+384.1%
-234.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.5% |
| 7D | -0.8% | -0.5% | -0.3% | -0.8% |
| 30D | +2.7% | -0.1% | +2.8% | +2.7% |
| 3M | +0.7% | +19.6% | -18.9% | +0.2% |
| 6M | -2.0% | +32.7% | -34.7% | -3.0% |
| YTD | +17.1% | +26.7% | -9.6% | +15.9% |
| 1Y | +26.5% | +51.6% | -25.1% | +23.6% |
| 3Y | +96.1% | +348.7% | -252.6% | +71.6% |
| 5Y | +149.3% | +378.7% | -229.4% | +109.9% |
| All | +149.3% | +384.1% | -234.8% | +109.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling