+86.9%
CBOE vs SPYG
+98.4%
-11.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.1% | -2.0% |
| 7D | -5.8% | -0.9% | -4.9% | -6.0% |
| 30D | -3.1% | -1.5% | -1.6% | -3.5% |
| 3M | -4.8% | +3.7% | -8.5% | -3.7% |
| 6M | -0.6% | +16.4% | -17.0% | +3.3% |
| YTD | +12.8% | +13.3% | -0.5% | +16.5% |
| 1Y | +19.8% | +17.9% | +1.9% | +24.9% |
| 3Y | +86.9% | +98.3% | -11.4% | +104.6% |
| All | +86.9% | +98.4% | -11.4% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 3y: compounded portfolio wealth divided by compounded SPYG 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…
3y analysis · Full analysis span regression · 6 months rolling