-6.0%
SAP vs CBOE
+42.5%
-48.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -3.9% | +4.5% | -8.4% | -3.9% |
| 30D | +6.5% | +26.2% | -19.7% | +6.6% |
| 3M | +14.7% | +27.1% | -12.5% | +14.8% |
| 6M | +39.9% | +4.2% | +35.7% | +38.4% |
| YTD | -2.0% | +48.0% | -50.0% | -6.4% |
| 1Y | -6.0% | +42.4% | -48.4% | -10.6% |
| All | -6.0% | +42.5% | -48.5% | -10.6% |
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