+369.4%
CBOE vs SBAC
+83.0%
+286.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -0.8% |
| 7D | -3.7% | -5.3% | +1.6% | -2.4% |
| 30D | +2.0% | +0.4% | +1.6% | +1.9% |
| 3M | -4.2% | -11.9% | +7.6% | -1.5% |
| 6M | +1.2% | -4.5% | +5.7% | +1.5% |
| YTD | +15.4% | -4.3% | +19.7% | +15.5% |
| 1Y | +23.5% | -3.9% | +27.4% | +23.4% |
| 3Y | +93.2% | -11.0% | +104.2% | +94.1% |
| 5Y | +142.0% | -44.1% | +186.0% | +170.6% |
| All | +369.4% | +83.0% | +286.3% | +358.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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