+273.5%
SHW vs CBOE
+379.3%
-105.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.6% |
| 7D | -4.5% | -3.7% | -0.8% | -3.6% |
| 30D | -12.7% | +2.0% | -14.7% | -13.3% |
| 3M | +4.7% | -4.2% | +8.9% | +5.1% |
| 6M | -3.4% | +1.2% | -4.6% | -5.4% |
| YTD | -1.3% | +15.4% | -16.7% | -7.2% |
| 1Y | -10.4% | +23.5% | -33.8% | -17.5% |
| 3Y | +20.1% | +93.2% | -73.1% | -6.3% |
| 5Y | +10.5% | +142.0% | -131.5% | -21.1% |
| All | +273.5% | +379.3% | -105.7% | +113.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling