-23.6%
FPS vs CBOE
+36.5%
-60.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -0.1% | -9.8% | -9.9% |
| 7D | +21.6% | +4.5% | +17.2% | +25.1% |
| 30D | -38.8% | +26.2% | -65.0% | -29.0% |
| 3M | -42.1% | +27.1% | -69.2% | -32.4% |
| 6M | -48.5% | +4.2% | -52.7% | -42.4% |
| All | -23.6% | +36.5% | -60.2% | -3.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling