+22.5%
CBOE vs SGI
-21.7%
+44.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -1.9% |
| 7D | -3.7% | -4.9% | +1.2% | -4.3% |
| 30D | +2.0% | +1.6% | +0.4% | +2.4% |
| 3M | -4.2% | -3.2% | -1.1% | -4.6% |
| 6M | +1.2% | -16.0% | +17.2% | +0.8% |
| YTD | +15.4% | -25.4% | +40.8% | +14.0% |
| All | +22.5% | -21.7% | +44.3% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling