+1,031.0%
CBOE vs SPXS
-100.0%
+1,131.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.3% |
| 7D | -0.8% | +1.2% | -2.0% | -0.5% |
| 30D | +2.7% | +5.2% | -2.5% | +3.6% |
| 3M | +0.7% | -9.2% | +9.9% | -0.8% |
| 6M | -2.0% | -29.6% | +27.6% | -7.3% |
| YTD | +17.1% | -27.6% | +44.8% | +11.4% |
| 1Y | +26.5% | -36.7% | +63.2% | +17.8% |
| 3Y | +96.1% | -79.8% | +176.0% | +51.0% |
| 5Y | +149.3% | -85.9% | +235.2% | +93.7% |
| 10Y | +386.5% | -99.5% | +486.0% | +119.0% |
| All | +1,031.0% | -100.0% | +1,131.0% | +188.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling