+989.0%
CBOE vs SNY
+162.4%
+826.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.4% | -2.3% |
| 7D | -5.8% | -3.3% | -2.5% | -5.1% |
| 30D | -3.1% | -2.2% | -1.0% | -2.7% |
| 3M | -4.8% | -3.0% | -1.7% | -4.2% |
| 6M | -0.6% | +2.7% | -3.3% | -1.5% |
| YTD | +12.8% | -6.8% | +19.6% | +14.0% |
| 1Y | +19.8% | -5.3% | +25.0% | +20.3% |
| 3Y | +86.9% | -9.8% | +96.7% | +86.4% |
| 5Y | +136.5% | +9.7% | +126.9% | +120.9% |
| 10Y | +368.4% | +64.5% | +303.9% | +290.1% |
| All | +989.0% | +162.4% | +826.6% | +657.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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