+62.0%
SPG vs CBOE
+379.3%
-317.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.6% |
| 7D | -2.2% | -3.7% | +1.5% | -1.0% |
| 30D | -5.8% | +2.0% | -7.7% | -6.6% |
| 3M | -2.8% | -4.2% | +1.5% | -2.2% |
| 6M | +8.9% | +1.2% | +7.7% | +6.0% |
| YTD | +14.3% | +15.4% | -1.1% | +5.4% |
| 1Y | +19.5% | +23.5% | -4.0% | +7.1% |
| 3Y | +106.9% | +93.2% | +13.7% | +47.1% |
| 5Y | +108.7% | +142.0% | -33.2% | +30.8% |
| All | +62.0% | +379.3% | -317.3% | -18.6% |
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 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