+16.0%
SPGI vs CBOE
+204.4%
-188.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.1% |
| 7D | -1.4% | +6.9% | -8.3% | -2.9% |
| 30D | +15.3% | +24.1% | -8.9% | +9.7% |
| 3M | +16.5% | +30.9% | -14.4% | +9.4% |
| 6M | +19.8% | +5.9% | +14.0% | +17.7% |
| YTD | -3.2% | +48.2% | -51.4% | -14.2% |
| 1Y | +1.8% | +43.5% | -41.7% | -8.9% |
| 3Y | +30.6% | +117.0% | -86.4% | -0.4% |
| 5Y | +16.0% | +203.4% | -187.3% | -26.2% |
| All | +16.0% | +204.4% | -188.4% | -26.2% |
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