+116.3%
CBOE vs SBAC
-6.5%
+122.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.5% |
| 7D | +6.3% | +0.6% | +5.6% | +6.1% |
| 30D | +24.9% | +5.5% | +19.5% | +23.5% |
| 3M | +28.5% | +3.1% | +25.4% | +27.4% |
| 6M | +2.9% | -7.0% | +9.9% | +4.0% |
| YTD | +50.7% | +0.5% | +50.2% | +49.1% |
| 1Y | +45.5% | +0.2% | +45.2% | +44.0% |
| 3Y | +116.3% | -7.4% | +123.7% | +123.5% |
| All | +116.3% | -6.5% | +122.9% | +123.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling