+45.5%
CBOE vs SPY
+12.1%
+33.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +1.6% |
| 7D | +6.3% | +2.6% | +3.7% | +7.6% |
| 30D | +24.9% | -2.0% | +26.9% | +23.9% |
| 3M | +28.5% | -2.8% | +31.2% | +27.1% |
| 6M | +2.9% | +2.1% | +0.7% | +4.0% |
| YTD | +50.7% | +11.5% | +39.2% | +53.3% |
| 1Y | +45.5% | +13.5% | +32.0% | +48.8% |
| All | +45.5% | +12.1% | +33.4% | +48.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling