+456.5%
SPG vs CBOE
+1,316.0%
-859.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +3.1% | +4.5% | -1.4% | +1.7% |
| 30D | +16.4% | +26.2% | -9.8% | +8.2% |
| 3M | +7.1% | +27.1% | -20.1% | -1.2% |
| 6M | +16.1% | +4.2% | +11.9% | +13.0% |
| YTD | +30.4% | +48.0% | -17.6% | +12.0% |
| 1Y | +33.0% | +42.4% | -9.5% | +15.6% |
| 3Y | +134.6% | +116.8% | +17.8% | +71.1% |
| 5Y | +84.9% | +199.0% | -114.1% | +17.3% |
| 10Y | +114.9% | +515.4% | -400.5% | +5.8% |
| All | +456.5% | +1,316.0% | -859.5% | +86.0% |
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