+29.7%
SRE vs CBOE
+93.5%
-63.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.1% |
| 7D | -0.7% | -3.7% | +3.0% | -0.5% |
| 30D | -1.7% | +2.0% | -3.7% | -1.8% |
| 3M | -7.1% | -4.2% | -2.8% | -6.9% |
| 6M | -8.4% | +1.2% | -9.5% | -8.6% |
| YTD | -3.5% | +15.4% | -18.9% | -4.8% |
| 1Y | +5.4% | +23.5% | -18.1% | +3.4% |
| All | +29.7% | +93.5% | -63.8% | +26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling