+2,034.7%
SPGI vs CBOE
+1,341.0%
+693.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.5% |
| 7D | +1.2% | +6.3% | -5.0% | -0.7% |
| 30D | +15.9% | +24.9% | -9.0% | +7.7% |
| 3M | +12.3% | +28.5% | -16.2% | +3.1% |
| 6M | +23.7% | +2.9% | +20.8% | +20.9% |
| YTD | -3.5% | +50.7% | -54.2% | -17.9% |
| 1Y | +0.4% | +45.5% | -45.1% | -13.5% |
| 3Y | +29.9% | +116.3% | -86.4% | -4.6% |
| 5Y | +15.2% | +204.3% | -189.1% | -26.3% |
| 10Y | +337.2% | +526.3% | -189.1% | +113.4% |
| All | +2,034.7% | +1,341.0% | +693.6% | +656.3% |
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