+1,036.7%
CBOE vs SBAC
+499.0%
+537.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -4.6% | -0.1% | -4.6% | -4.6% |
| 30D | +2.6% | +3.2% | -0.6% | +1.8% |
| 3M | +4.9% | -5.1% | +10.0% | +6.1% |
| 6M | -2.2% | -2.1% | -0.1% | -2.4% |
| YTD | +17.7% | -0.5% | +18.2% | +16.8% |
| 1Y | +26.1% | +1.1% | +25.0% | +24.4% |
| 3Y | +97.1% | -7.4% | +104.5% | +96.0% |
| 5Y | +149.2% | -44.3% | +193.5% | +177.6% |
| 10Y | +385.1% | +77.6% | +307.5% | +303.8% |
| All | +1,036.7% | +499.0% | +537.6% | +484.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling