+171.3%
SAP vs CBOE
+379.3%
-207.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.2% |
| 7D | -5.1% | -3.7% | -1.4% | -4.4% |
| 30D | -1.8% | +2.0% | -3.7% | -2.3% |
| 3M | +20.9% | -4.2% | +25.2% | +21.5% |
| 6M | +7.0% | +1.2% | +5.8% | +5.2% |
| YTD | -13.7% | +15.4% | -29.1% | -17.8% |
| 1Y | -19.6% | +23.5% | -43.1% | -24.7% |
| 3Y | +52.4% | +93.2% | -40.8% | +25.0% |
| 5Y | +54.4% | +142.0% | -87.5% | +17.5% |
| All | +171.3% | +379.3% | -207.9% | +84.4% |
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