+180.4%
CBOE vs SUI
-26.3%
+206.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.5% | +0.3% |
| 7D | +5.3% | +6.2% | -0.9% | +4.0% |
| 30D | +25.5% | +8.6% | +16.9% | +23.5% |
| 3M | +22.5% | +1.0% | +21.5% | +22.2% |
| 6M | +2.6% | -2.6% | +5.2% | +3.0% |
| YTD | +41.8% | -0.1% | +41.9% | +41.6% |
| 1Y | +40.9% | +0.5% | +40.4% | +40.5% |
| 3Y | +108.7% | +15.3% | +93.5% | +101.1% |
| All | +180.4% | -26.3% | +206.7% | +206.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling