+1,268.9%
CBOE vs STLD
+2,129.8%
-860.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +5.3% | -11.1% | +16.4% | +6.8% |
| 30D | +25.5% | -4.8% | +30.2% | +26.0% |
| 3M | +22.5% | -14.6% | +37.1% | +24.5% |
| 6M | +2.6% | -7.4% | +10.0% | +2.9% |
| YTD | +41.8% | +32.6% | +9.2% | +34.9% |
| 1Y | +40.9% | +47.3% | -6.5% | +32.0% |
| 3Y | +108.7% | +107.5% | +1.2% | +81.3% |
| 5Y | +181.4% | +268.8% | -87.4% | +114.6% |
| 10Y | +531.6% | +883.3% | -351.8% | +270.0% |
| All | +1,268.9% | +2,129.8% | -860.9% | +514.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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