+115.3%
SPOT vs CBOE
+136.7%
-21.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.1% |
| 7D | -3.1% | -5.8% | +2.7% | -2.3% |
| 30D | +7.4% | -3.1% | +10.5% | +7.7% |
| 3M | +8.2% | -4.8% | +12.9% | +8.6% |
| 6M | +2.2% | -0.6% | +2.8% | +0.9% |
| YTD | -9.5% | +12.8% | -22.3% | -13.1% |
| 1Y | -23.8% | +19.8% | -43.6% | -27.9% |
| 3Y | +233.5% | +86.9% | +146.5% | +156.8% |
| All | +115.3% | +136.7% | -21.4% | +39.2% |
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