+77.5%
SO vs CBOE
+201.6%
-124.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | -0.9% | +4.5% | -5.4% | -1.7% |
| 30D | +4.9% | +26.2% | -21.3% | +0.7% |
| 3M | +0.8% | +27.1% | -26.4% | -3.6% |
| 6M | +0.6% | +4.2% | -3.6% | -0.2% |
| YTD | +8.7% | +48.0% | -39.4% | -0.7% |
| 1Y | +4.0% | +42.4% | -38.5% | -4.1% |
| 3Y | +50.6% | +116.8% | -66.3% | +26.4% |
| 5Y | +77.5% | +199.0% | -121.5% | +37.9% |
| All | +77.5% | +201.6% | -124.2% | +37.9% |
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