+1,354.8%
CBOE vs STLA
+150.0%
+1,204.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +1.8% |
| 7D | +6.3% | -13.8% | +20.0% | +7.2% |
| 30D | +24.9% | -10.5% | +35.5% | +25.6% |
| 3M | +28.5% | -28.9% | +57.3% | +30.7% |
| 6M | +2.9% | -49.7% | +52.6% | +6.9% |
| YTD | +50.7% | -64.9% | +115.6% | +59.5% |
| 1Y | +45.5% | -64.0% | +109.5% | +53.6% |
| 3Y | +116.3% | -77.4% | +193.8% | +133.1% |
| 5Y | +204.3% | -74.4% | +278.8% | +220.4% |
| 10Y | +526.3% | -6.4% | +532.7% | +500.0% |
| All | +1,354.8% | +150.0% | +1,204.8% | +1,312.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling