+254.8%
SPOT vs CBOE
+191.4%
+63.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.3% |
| 7D | -2.9% | -4.6% | +1.8% | -2.2% |
| 30D | +8.3% | +2.6% | +5.7% | +7.7% |
| 3M | +5.1% | +4.9% | +0.1% | +3.9% |
| 6M | -6.5% | -2.2% | -4.3% | -7.0% |
| YTD | -9.0% | +17.7% | -26.7% | -12.7% |
| 1Y | -26.4% | +26.1% | -52.5% | -30.5% |
| 3Y | +240.0% | +97.1% | +142.9% | +184.7% |
| 5Y | +111.7% | +149.2% | -37.5% | +65.0% |
| All | +254.8% | +191.4% | +63.3% | +168.0% |
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