+139.8%
CBOE vs SPXS
-86.0%
+225.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -2.4% |
| 7D | -5.8% | +2.5% | -8.3% | -5.7% |
| 30D | -3.1% | +4.2% | -7.3% | -2.9% |
| 3M | -4.8% | -9.3% | +4.6% | -5.2% |
| 6M | -0.6% | -30.7% | +30.1% | -2.6% |
| YTD | +12.8% | -28.1% | +40.9% | +10.8% |
| 1Y | +19.8% | -35.1% | +54.8% | +16.9% |
| 3Y | +86.9% | -79.6% | +166.5% | +62.7% |
| All | +139.8% | -86.0% | +225.8% | +114.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling