+457.9%
SO vs CBOE
+1,341.0%
-883.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.9% |
| 7D | +1.4% | +6.3% | -4.9% | +0.1% |
| 30D | +4.7% | +24.9% | -20.2% | +0.1% |
| 3M | +1.7% | +28.5% | -26.8% | -3.6% |
| 6M | +2.2% | +2.9% | -0.7% | +0.8% |
| YTD | +10.0% | +50.7% | -40.7% | -0.2% |
| 1Y | +6.0% | +45.5% | -39.4% | -3.0% |
| 3Y | +54.1% | +116.3% | -62.2% | +29.0% |
| 5Y | +79.6% | +204.3% | -124.7% | +38.9% |
| 10Y | +195.5% | +526.3% | -330.8% | +103.1% |
| All | +457.9% | +1,341.0% | -883.2% | +241.3% |
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 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