+1,330.6%
CBOE vs STLA
+168.9%
+1,161.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.5% | +4.7% | +1.4% |
| 7D | +6.9% | -11.6% | +18.6% | +7.7% |
| 30D | +24.1% | -6.2% | +30.3% | +24.4% |
| 3M | +30.9% | -24.6% | +55.5% | +32.8% |
| 6M | +5.9% | -44.9% | +50.8% | +9.4% |
| YTD | +48.2% | -62.3% | +110.4% | +56.2% |
| 1Y | +43.5% | -61.8% | +105.3% | +50.9% |
| 3Y | +117.0% | -75.3% | +192.4% | +132.6% |
| 5Y | +203.4% | -72.5% | +275.9% | +218.1% |
| 10Y | +515.9% | +0.8% | +515.2% | +487.6% |
| All | +1,330.6% | +168.9% | +1,161.7% | +1,283.3% |
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