-4.9%
SHOP vs CBOE
+39.5%
-44.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.3% | +7.1% | +7.3% |
| 7D | -9.0% | +7.7% | -16.8% | -8.6% |
| 30D | -4.4% | +24.4% | -28.8% | -3.6% |
| 3M | +24.1% | +20.0% | +4.1% | +25.0% |
| 6M | +20.0% | +2.4% | +17.6% | +17.1% |
| YTD | -4.9% | +38.5% | -43.5% | -9.9% |
| 1Y | -4.9% | +39.0% | -43.9% | -9.8% |
| All | -4.9% | +39.5% | -44.4% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling