+235.4%
SAP vs CBOE
+514.1%
-278.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -3.9% | +4.5% | -8.4% | -4.7% |
| 30D | +6.5% | +26.2% | -19.7% | +1.8% |
| 3M | +14.7% | +27.1% | -12.5% | +9.1% |
| 6M | +39.9% | +4.2% | +35.7% | +37.8% |
| YTD | -2.0% | +48.0% | -50.0% | -11.3% |
| 1Y | -6.0% | +42.4% | -48.4% | -14.2% |
| 3Y | +67.7% | +116.8% | -49.2% | +35.5% |
| 5Y | +78.8% | +199.0% | -120.3% | +30.1% |
| All | +235.4% | +514.1% | -278.7% | +107.1% |
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