+103.2%
FIS vs CBOE
+1,045.3%
-942.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.1% | -3.6% | +4.7% | +2.1% |
| 30D | -2.2% | +5.1% | -7.3% | -3.8% |
| 3M | +2.1% | +4.6% | -2.5% | +0.1% |
| 6M | -14.7% | -0.3% | -14.4% | -16.0% |
| YTD | -35.7% | +19.8% | -55.5% | -40.3% |
| 1Y | -37.1% | +28.4% | -65.4% | -42.8% |
| 3Y | -20.0% | +104.1% | -124.1% | -38.4% |
| 5Y | -62.1% | +150.9% | -213.0% | -73.1% |
| 10Y | -37.4% | +393.5% | -430.9% | -64.9% |
| All | +103.2% | +1,045.3% | -942.1% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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