-12.5%
SPGI vs CBOE
+29.2%
-41.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.6% |
| 7D | +0.1% | -3.6% | +3.8% | +0.5% |
| 30D | +8.4% | +5.1% | +3.3% | +7.9% |
| 3M | +11.8% | +4.6% | +7.2% | +11.0% |
| 6M | +5.7% | -0.3% | +6.0% | +3.1% |
| YTD | -9.7% | +19.8% | -29.4% | -17.2% |
| 1Y | -12.5% | +28.4% | -40.8% | -22.6% |
| All | -12.5% | +29.2% | -41.6% | -22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling