+508.0%
CBOE vs SUI
+120.9%
+387.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.1% |
| 7D | +4.5% | -3.8% | +8.3% | +5.7% |
| 30D | +26.2% | +3.9% | +22.3% | +24.7% |
| 3M | +27.1% | +0.2% | +26.9% | +26.9% |
| 6M | +4.2% | -4.2% | +8.4% | +5.4% |
| YTD | +48.0% | -2.5% | +50.6% | +48.7% |
| 1Y | +42.4% | -4.0% | +46.5% | +43.7% |
| 3Y | +116.8% | +16.5% | +100.3% | +101.7% |
| 5Y | +199.0% | -27.2% | +226.2% | +222.8% |
| All | +508.0% | +120.9% | +387.1% | +417.2% |
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