+1,031.0%
CBOE vs SPYG
+1,111.4%
-80.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | +2.7% | -1.7% | +4.4% | +3.3% |
| 3M | +0.7% | +3.6% | -2.9% | -1.1% |
| 6M | -2.0% | +16.6% | -18.6% | -8.6% |
| YTD | +17.1% | +13.4% | +3.8% | +10.2% |
| 1Y | +26.5% | +19.6% | +6.9% | +16.0% |
| 3Y | +96.1% | +99.8% | -3.6% | +34.4% |
| 5Y | +149.3% | +85.0% | +64.3% | +75.2% |
| 10Y | +386.5% | +422.1% | -35.6% | +72.1% |
| All | +1,031.0% | +1,111.4% | -80.4% | +121.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling