-48.5%
FPS vs CBOE
+5.9%
-54.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -0.1% | -9.8% | -9.9% |
| 7D | +21.6% | +4.5% | +17.2% | +25.9% |
| 30D | -38.8% | +26.2% | -65.0% | -26.4% |
| 3M | -42.1% | +27.1% | -69.2% | -30.0% |
| 6M | -48.5% | +4.2% | -52.7% | -40.3% |
| All | -48.5% | +5.9% | -54.4% | -40.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling