+149.3%
CBOE vs STLA
-63.2%
+212.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.5% |
| 7D | -0.8% | +0.4% | -1.1% | -0.8% |
| 30D | +2.7% | -5.2% | +7.9% | +2.8% |
| 3M | +0.7% | -24.9% | +25.6% | +1.4% |
| 6M | -2.0% | -25.2% | +23.2% | -1.3% |
| YTD | +17.1% | -51.4% | +68.6% | +18.8% |
| 1Y | +26.5% | -40.7% | +67.2% | +27.3% |
| 3Y | +96.1% | -66.3% | +162.4% | +101.3% |
| 5Y | +149.3% | -63.2% | +212.5% | +141.1% |
| All | +149.3% | -63.2% | +212.5% | +141.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling