+309.7%
SN vs CBOE
+115.4%
+194.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.5% |
| 7D | -3.4% | -0.8% | -2.6% | -3.6% |
| 30D | -9.1% | +2.7% | -11.7% | -8.3% |
| 3M | +31.8% | +0.7% | +31.1% | +32.5% |
| 6M | +52.0% | -2.0% | +54.0% | +52.6% |
| YTD | +51.3% | +17.1% | +34.2% | +60.7% |
| 1Y | +46.9% | +26.5% | +20.4% | +60.5% |
| 3Y | +394.9% | +96.1% | +298.8% | +491.2% |
| All | +309.7% | +115.4% | +194.2% | +458.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling