+196.4%
SE vs CBOE
+97.4%
+99.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +0.8% |
| 7D | +0.6% | -4.6% | +5.2% | -0.2% |
| 30D | -0.1% | +2.6% | -2.7% | +0.6% |
| 3M | +34.1% | +4.9% | +29.2% | +35.6% |
| 6M | +23.2% | -2.2% | +25.4% | +23.5% |
| YTD | -11.2% | +17.7% | -28.9% | -7.4% |
| 1Y | -40.5% | +26.1% | -66.6% | -37.0% |
| All | +196.4% | +97.4% | +99.0% | +249.9% |
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