+81.7%
SPY vs CBOE
+146.7%
-65.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -0.4% | -0.8% | +0.4% | -0.3% |
| 30D | -1.4% | +2.7% | -4.1% | -1.6% |
| 3M | +3.7% | +0.7% | +3.0% | +3.5% |
| 6M | +13.0% | -2.0% | +15.0% | +12.6% |
| YTD | +12.4% | +17.1% | -4.7% | +9.3% |
| 1Y | +18.5% | +26.5% | -8.0% | +14.0% |
| 3Y | +77.6% | +96.1% | -18.5% | +48.2% |
| 5Y | +81.7% | +149.3% | -67.6% | +34.0% |
| All | +81.7% | +146.7% | -65.0% | +34.0% |
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 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