+1,056.2%
CBOE vs SUI
+698.0%
+358.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -3.6% | -2.8% | -0.8% | -2.8% |
| 30D | +5.1% | -1.2% | +6.2% | +5.4% |
| 3M | +4.6% | -1.7% | +6.3% | +5.1% |
| 6M | -0.3% | -10.5% | +10.2% | +3.0% |
| YTD | +19.8% | -1.8% | +21.6% | +20.1% |
| 1Y | +28.4% | -4.1% | +32.4% | +29.5% |
| 3Y | +104.1% | +11.3% | +92.8% | +92.4% |
| 5Y | +150.9% | -32.1% | +183.0% | +174.6% |
| 10Y | +393.5% | +110.4% | +283.0% | +264.9% |
| All | +1,056.2% | +698.0% | +358.2% | +443.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling