+72.6%
SPY vs CBOE
+202.6%
-130.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.1% | -0.5% |
| 7D | +2.6% | +6.3% | -3.7% | +2.3% |
| 30D | -2.0% | +24.9% | -26.9% | -3.3% |
| 3M | -2.8% | +28.5% | -31.2% | -4.3% |
| 6M | +2.1% | +2.9% | -0.7% | +2.7% |
| YTD | +11.5% | +50.7% | -39.2% | +6.8% |
| 1Y | +13.5% | +45.5% | -32.0% | +9.2% |
| 3Y | +77.7% | +116.3% | -38.6% | +54.8% |
| All | +72.6% | +202.6% | -130.1% | +26.2% |
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