+1,313.7%
CBOE vs SUI
+704.8%
+608.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.9% | +4.3% | +3.7% |
| 7D | +6.0% | +3.4% | +2.5% | +4.8% |
| 30D | +19.9% | +4.6% | +15.3% | +18.3% |
| 3M | +28.4% | +1.6% | +26.8% | +27.6% |
| 6M | +5.2% | -3.5% | +8.6% | +6.2% |
| YTD | +46.4% | -1.0% | +47.4% | +46.4% |
| 1Y | +41.8% | -1.7% | +43.5% | +42.0% |
| 3Y | +114.4% | +18.4% | +96.1% | +98.5% |
| 5Y | +202.9% | -26.3% | +229.2% | +222.4% |
| 10Y | +511.3% | +123.3% | +388.0% | +344.4% |
| All | +1,313.7% | +704.8% | +608.8% | +562.1% |
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