+1,056.2%
CBOE vs SAN
+230.3%
+826.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -3.6% | +1.8% | -5.4% | -3.9% |
| 30D | +5.1% | +2.0% | +3.1% | +4.8% |
| 3M | +4.6% | +19.7% | -15.1% | +1.7% |
| 6M | -0.3% | +30.6% | -30.9% | -4.6% |
| YTD | +19.8% | +28.8% | -9.1% | +14.4% |
| 1Y | +28.4% | +57.8% | -29.4% | +18.7% |
| 3Y | +104.1% | +338.1% | -234.0% | +57.5% |
| 5Y | +150.9% | +384.2% | -233.3% | +86.1% |
| 10Y | +393.5% | +353.2% | +40.3% | +251.2% |
| All | +1,056.2% | +230.3% | +826.0% | +751.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling