+86.9%
CBOE vs SPXS
-79.6%
+166.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -2.0% |
| 7D | -5.8% | +2.5% | -8.3% | -6.0% |
| 30D | -3.1% | +4.2% | -7.3% | -3.5% |
| 3M | -4.8% | -9.3% | +4.6% | -4.1% |
| 6M | -0.6% | -30.7% | +30.1% | +1.8% |
| YTD | +12.8% | -28.1% | +40.9% | +15.1% |
| 1Y | +19.8% | -35.1% | +54.8% | +22.9% |
| 3Y | +86.9% | -79.6% | +166.5% | +94.3% |
| All | +86.9% | -79.6% | +166.6% | +94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 3y: compounded portfolio wealth divided by compounded SPXS 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…
3y analysis · Full analysis span regression · 6 months rolling