+358.9%
CBOE vs SGI
+270.1%
+88.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.3% |
| 7D | -5.8% | -4.5% | -1.4% | -5.4% |
| 30D | -3.1% | +4.2% | -7.3% | -3.7% |
| 3M | -4.8% | -7.4% | +2.7% | -4.4% |
| 6M | -0.6% | -15.1% | +14.5% | +0.4% |
| YTD | +12.8% | -24.7% | +37.5% | +15.3% |
| 1Y | +19.8% | -21.8% | +41.5% | +21.6% |
| 3Y | +86.9% | +50.0% | +36.9% | +71.6% |
| 5Y | +136.5% | +48.9% | +87.6% | +111.7% |
| All | +358.9% | +270.1% | +88.8% | +220.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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