+385.1%
CBOE vs SUI
+104.3%
+280.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.3% |
| 7D | -4.6% | -3.1% | -1.5% | -3.8% |
| 30D | +2.6% | -2.3% | +5.0% | +3.3% |
| 3M | +4.9% | -2.8% | +7.7% | +5.8% |
| 6M | -2.2% | -12.4% | +10.2% | +1.5% |
| YTD | +17.7% | -3.3% | +21.0% | +18.6% |
| 1Y | +26.1% | -5.8% | +31.9% | +27.8% |
| 3Y | +97.1% | +12.5% | +84.6% | +85.3% |
| 5Y | +149.2% | -32.9% | +182.0% | +176.5% |
| 10Y | +385.1% | +104.4% | +280.7% | +333.8% |
| All | +385.1% | +104.3% | +280.7% | +333.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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