+80.7%
SAP vs CBOE
+202.6%
-121.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | +0.2% |
| 7D | +0.6% | +6.3% | -5.6% | +0.1% |
| 30D | +6.5% | +24.9% | -18.4% | +4.4% |
| 3M | +12.2% | +28.5% | -16.2% | +9.6% |
| 6M | +46.1% | +2.9% | +43.2% | +45.8% |
| YTD | -1.6% | +50.7% | -52.3% | -7.3% |
| 1Y | -5.1% | +45.5% | -50.6% | -10.2% |
| 3Y | +68.4% | +116.3% | -48.0% | +45.6% |
| All | +80.7% | +202.6% | -121.9% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling