+7,788.2%
SHOP vs CBOE
+481.9%
+7,306.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.7% | -5.9% | -7.2% |
| 7D | -4.1% | -4.6% | +0.6% | -3.1% |
| 30D | -11.5% | +2.6% | -14.2% | -12.1% |
| 3M | +21.1% | +4.9% | +16.1% | +19.0% |
| 6M | +3.0% | -2.2% | +5.2% | +1.9% |
| YTD | -16.7% | +17.7% | -34.4% | -21.5% |
| 1Y | -8.3% | +26.1% | -34.4% | -15.4% |
| 3Y | +112.8% | +97.1% | +15.7% | +62.0% |
| 5Y | -9.3% | +149.2% | -158.4% | -37.3% |
| 10Y | +3,003.4% | +385.1% | +2,618.4% | +1,785.8% |
| All | +7,788.2% | +481.9% | +7,306.3% | +4,508.1% |
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 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