-5.9%
SAP vs CBOE
+39.5%
-45.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +4.0% | +4.2% |
| 7D | +1.3% | +7.7% | -6.4% | +1.3% |
| 30D | +15.5% | +24.4% | -8.9% | +15.8% |
| 3M | +22.8% | +20.0% | +2.8% | +23.0% |
| 6M | +42.5% | +2.4% | +40.1% | +39.9% |
| YTD | +0.5% | +38.5% | -38.0% | -3.5% |
| 1Y | -5.9% | +39.0% | -44.9% | -9.8% |
| All | -5.9% | +39.5% | -45.4% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling