+282.9%
SPGI vs CBOE
+368.5%
-85.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.8% |
| 7D | -7.4% | -5.8% | -1.6% | -5.5% |
| 30D | +0.4% | -3.1% | +3.5% | +1.3% |
| 3M | +5.3% | -4.8% | +10.0% | +6.1% |
| 6M | +1.7% | -0.6% | +2.2% | -0.5% |
| YTD | -16.4% | +12.8% | -29.1% | -22.0% |
| 1Y | -20.5% | +19.8% | -40.3% | -27.7% |
| 3Y | +14.2% | +86.9% | -72.7% | -15.2% |
| 5Y | +0.6% | +136.5% | -135.9% | -33.4% |
| All | +282.9% | +368.5% | -85.6% | +96.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling