+1,056.2%
CBOE vs SGI
+781.3%
+274.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -3.6% | +8.5% | -12.2% | -4.5% |
| 30D | +5.1% | +0.7% | +4.4% | +4.9% |
| 3M | +4.6% | +0.6% | +4.0% | +4.1% |
| 6M | -0.3% | -17.9% | +17.7% | +1.1% |
| YTD | +19.8% | -21.2% | +40.9% | +21.7% |
| 1Y | +28.4% | -18.9% | +47.2% | +29.8% |
| 3Y | +104.1% | +52.6% | +51.5% | +88.8% |
| 5Y | +150.9% | +60.7% | +90.2% | +125.4% |
| 10Y | +393.5% | +278.1% | +115.4% | +266.4% |
| All | +1,056.2% | +781.3% | +274.9% | +608.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling