+20.9%
SPG vs CBOE
+29.2%
-8.3%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | -2.4% | -3.6% | +1.2% | -2.3% |
| 30D | -6.8% | +5.1% | -11.9% | -7.0% |
| 3M | +2.7% | +4.6% | -1.9% | +2.8% |
| 6M | +5.5% | -0.3% | +5.7% | +5.4% |
| YTD | +15.7% | +19.8% | -4.0% | +10.9% |
| 1Y | +20.9% | +28.4% | -7.5% | +12.6% |
| All | +20.9% | +29.2% | -8.3% | +12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling