+307.8%
SPY vs CBOE
+524.9%
-217.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.1% | -0.7% |
| 7D | +2.6% | +6.3% | -3.7% | +1.4% |
| 30D | -2.0% | +24.9% | -26.9% | -6.3% |
| 3M | -2.8% | +28.5% | -31.2% | -7.9% |
| 6M | +2.1% | +2.9% | -0.7% | +1.1% |
| YTD | +11.5% | +50.7% | -39.2% | +0.2% |
| 1Y | +13.5% | +45.5% | -32.0% | +2.8% |
| 3Y | +77.7% | +116.3% | -38.6% | +41.5% |
| 5Y | +72.6% | +204.3% | -131.7% | +21.4% |
| All | +307.8% | +524.9% | -217.1% | +140.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling