+1,268.9%
CBOE vs SUI
+711.9%
+557.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.5% | +0.5% |
| 7D | +5.3% | +6.2% | -0.9% | +3.4% |
| 30D | +25.5% | +8.6% | +16.9% | +22.4% |
| 3M | +22.5% | +1.0% | +21.5% | +22.0% |
| 6M | +2.6% | -2.6% | +5.2% | +3.3% |
| YTD | +41.8% | -0.1% | +41.9% | +41.4% |
| 1Y | +40.9% | +0.5% | +40.4% | +40.2% |
| 3Y | +108.7% | +15.3% | +93.5% | +95.0% |
| 5Y | +181.4% | -26.1% | +207.6% | +199.4% |
| 10Y | +531.6% | +117.8% | +413.7% | +362.4% |
| All | +1,268.9% | +711.9% | +557.0% | +539.5% |
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