+455.0%
SPG vs CBOE
+1,341.0%
-886.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.0% | -0.8% |
| 7D | +2.0% | +6.3% | -4.3% | +0.1% |
| 30D | +17.2% | +24.9% | -7.7% | +9.3% |
| 3M | +6.3% | +28.5% | -22.1% | -2.2% |
| 6M | +18.7% | +2.9% | +15.8% | +16.1% |
| YTD | +30.1% | +50.7% | -20.6% | +11.1% |
| 1Y | +32.8% | +45.5% | -12.7% | +14.7% |
| 3Y | +133.6% | +116.3% | +17.2% | +70.7% |
| 5Y | +84.4% | +204.3% | -119.9% | +16.4% |
| 10Y | +114.3% | +526.3% | -412.0% | +4.9% |
| All | +455.0% | +1,341.0% | -886.1% | +84.5% |
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