+104.2%
SPG vs CBOE
+146.7%
-42.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.4% |
| 7D | -1.7% | -0.8% | -0.9% | -1.6% |
| 30D | -6.3% | +2.7% | -9.0% | -6.6% |
| 3M | -2.4% | +0.7% | -3.2% | -2.6% |
| 6M | +9.6% | -2.0% | +11.6% | +9.2% |
| YTD | +14.2% | +17.1% | -2.9% | +10.4% |
| 1Y | +19.3% | +26.5% | -7.2% | +13.8% |
| 3Y | +106.7% | +96.1% | +10.6% | +71.1% |
| 5Y | +104.2% | +149.3% | -45.1% | +53.2% |
| All | +104.2% | +146.7% | -42.5% | +53.2% |
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