+153.1%
SO vs CBOE
+368.5%
-215.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.6% | -0.1% |
| 7D | -1.1% | -5.8% | +4.7% | +0.4% |
| 30D | -5.0% | -3.1% | -1.9% | -4.4% |
| 3M | -5.8% | -4.8% | -1.0% | -5.2% |
| 6M | -7.9% | -0.6% | -7.4% | -9.1% |
| YTD | +2.4% | +12.8% | -10.4% | -2.6% |
| 1Y | -2.3% | +19.8% | -22.0% | -8.8% |
| 3Y | +41.9% | +86.9% | -45.1% | +15.7% |
| 5Y | +58.1% | +136.5% | -78.5% | +18.9% |
| All | +153.1% | +368.5% | -215.4% | +85.3% |
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 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