+314.7%
SPY vs CBOE
+368.5%
-53.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.3% |
| 7D | -0.8% | -5.8% | +5.0% | +0.4% |
| 30D | -1.1% | -3.1% | +2.1% | -0.5% |
| 3M | +3.9% | -4.8% | +8.6% | +4.3% |
| 6M | +13.6% | -0.6% | +14.2% | +12.1% |
| YTD | +12.7% | +12.8% | -0.1% | +7.6% |
| 1Y | +17.5% | +19.8% | -2.3% | +10.3% |
| 3Y | +76.9% | +86.9% | -10.0% | +42.9% |
| 5Y | +83.6% | +136.5% | -52.9% | +35.9% |
| All | +314.7% | +368.5% | -53.8% | +158.2% |
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 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