+149.3%
CBOE vs SPY
+81.0%
+68.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -0.8% | -0.4% | -0.4% | -0.7% |
| 30D | +2.7% | -1.4% | +4.1% | +2.9% |
| 3M | +0.7% | +3.7% | -3.0% | +0.1% |
| 6M | -2.0% | +13.0% | -15.0% | -4.2% |
| YTD | +17.1% | +12.4% | +4.7% | +14.5% |
| 1Y | +26.5% | +18.5% | +8.0% | +22.2% |
| 3Y | +96.1% | +77.6% | +18.5% | +61.1% |
| 5Y | +149.3% | +81.7% | +67.6% | +105.1% |
| All | +149.3% | +81.0% | +68.3% | +105.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling