+518.7%
CBOE vs STLA
-4.1%
+522.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +1.9% |
| 7D | +6.3% | -13.8% | +20.0% | +7.5% |
| 30D | +24.9% | -10.5% | +35.5% | +25.8% |
| 3M | +28.5% | -28.9% | +57.3% | +31.6% |
| 6M | +2.9% | -49.7% | +52.6% | +8.6% |
| YTD | +50.7% | -64.9% | +115.6% | +63.3% |
| 1Y | +45.5% | -64.0% | +109.5% | +57.1% |
| 3Y | +116.3% | -77.4% | +193.8% | +141.9% |
| 5Y | +204.3% | -74.4% | +278.8% | +226.6% |
| All | +518.7% | -4.1% | +522.8% | +484.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling