+518.7%
CBOE vs SPY
+307.0%
+211.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +1.9% |
| 7D | +6.3% | +2.6% | +3.7% | +5.1% |
| 30D | +24.9% | -2.0% | +26.9% | +25.7% |
| 3M | +28.5% | -2.8% | +31.2% | +29.6% |
| 6M | +2.9% | +2.1% | +0.7% | +1.2% |
| YTD | +50.7% | +11.5% | +39.2% | +42.2% |
| 1Y | +45.5% | +13.5% | +32.0% | +36.1% |
| 3Y | +116.3% | +77.7% | +38.6% | +54.4% |
| 5Y | +204.3% | +72.6% | +131.7% | +119.0% |
| All | +518.7% | +307.0% | +211.7% | +151.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling