+589.4%
SE vs CBOE
+205.6%
+383.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -6.1% | -3.6% | -2.5% | -5.3% |
| 30D | -2.5% | +5.1% | -7.5% | -3.8% |
| 3M | +21.7% | +4.6% | +17.1% | +19.5% |
| 6M | +27.0% | -0.3% | +27.3% | +25.1% |
| YTD | -12.1% | +19.8% | -31.9% | -18.3% |
| 1Y | -40.9% | +28.4% | -69.3% | -46.3% |
| 3Y | +191.0% | +104.1% | +86.9% | +117.1% |
| 5Y | -68.3% | +150.9% | -219.2% | -78.4% |
| All | +589.4% | +205.6% | +383.7% | +296.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling