+1,056.2%
CBOE vs SPY
+832.0%
+224.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.2% |
| 7D | -3.6% | +0.1% | -3.7% | -3.7% |
| 30D | +5.1% | +0.1% | +5.0% | +5.0% |
| 3M | +4.6% | +2.0% | +2.6% | +3.2% |
| 6M | -0.3% | +13.0% | -13.3% | -6.9% |
| YTD | +19.8% | +13.5% | +6.2% | +11.4% |
| 1Y | +28.4% | +20.0% | +8.4% | +15.8% |
| 3Y | +104.1% | +77.2% | +26.9% | +42.2% |
| 5Y | +150.9% | +81.9% | +69.0% | +69.8% |
| 10Y | +393.5% | +314.1% | +79.4% | +89.4% |
| All | +1,056.2% | +832.0% | +224.3% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling