+812.6%
SPY vs CBOE
+1,025.9%
-213.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | -0.2% |
| 7D | +0.5% | -4.6% | +5.2% | +1.6% |
| 30D | -0.9% | +2.6% | -3.6% | -1.7% |
| 3M | +3.9% | +4.9% | -1.0% | +2.0% |
| 6M | +14.5% | -2.2% | +16.7% | +13.5% |
| YTD | +12.9% | +17.7% | -4.8% | +6.6% |
| 1Y | +19.4% | +26.1% | -6.7% | +10.5% |
| 3Y | +78.5% | +97.1% | -18.7% | +42.8% |
| 5Y | +81.8% | +149.2% | -67.4% | +34.3% |
| 10Y | +311.5% | +385.1% | -73.6% | +144.0% |
| All | +812.6% | +1,025.9% | -213.3% | +283.2% |
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 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