+230.9%
SPOT vs CBOE
+93.5%
+137.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.4% |
| 7D | -6.9% | -3.7% | -3.2% | -7.2% |
| 30D | +4.1% | +2.0% | +2.2% | +4.3% |
| 3M | +3.7% | -4.2% | +8.0% | +3.2% |
| 6M | -1.6% | +1.2% | -2.8% | -1.2% |
| YTD | -10.2% | +15.4% | -25.5% | -7.8% |
| 1Y | -25.9% | +23.5% | -49.4% | -23.1% |
| All | +230.9% | +93.5% | +137.5% | +243.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling