+104.3%
SPG vs CBOE
+96.4%
+7.9%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.5% |
| 7D | -2.7% | -0.8% | -1.9% | -2.7% |
| 30D | -7.3% | +2.7% | -10.0% | -7.2% |
| 3M | -3.5% | +0.7% | -4.2% | -3.3% |
| 6M | +8.5% | -2.0% | +10.4% | +8.7% |
| YTD | +13.0% | +17.1% | -4.1% | +14.0% |
| 1Y | +18.0% | +26.5% | -8.5% | +19.7% |
| All | +104.3% | +96.4% | +7.9% | +108.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling