+59.2%
SAP vs CBOE
+98.8%
-39.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | -2.9% | -3.6% | +0.7% | -3.0% |
| 30D | +9.0% | +5.1% | +3.9% | +9.3% |
| 3M | +14.9% | +4.6% | +10.3% | +15.1% |
| 6M | +11.9% | -0.3% | +12.2% | +10.9% |
| YTD | -9.9% | +19.8% | -29.7% | -9.9% |
| 1Y | -19.5% | +28.4% | -47.9% | -19.2% |
| All | +59.2% | +98.8% | -39.6% | +60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling