+46.1%
SAP vs CBOE
+6.4%
+39.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | +0.4% |
| 7D | +0.6% | +6.3% | -5.6% | +0.8% |
| 30D | +6.5% | +24.9% | -18.4% | +7.2% |
| 3M | +12.2% | +28.5% | -16.2% | +13.2% |
| 6M | +46.1% | +2.9% | +43.2% | +32.5% |
| All | +46.1% | +6.4% | +39.7% | +32.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling