+68.5%
STRL vs CBOE
+29.2%
+39.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.8% | +5.7% |
| 7D | +3.4% | -3.6% | +7.0% | +2.6% |
| 30D | -9.2% | +5.1% | -14.3% | -8.0% |
| 3M | -51.0% | +4.6% | -55.7% | -50.4% |
| 6M | +15.8% | -0.3% | +16.0% | +22.9% |
| YTD | +58.9% | +19.8% | +39.1% | +89.3% |
| 1Y | +68.5% | +28.4% | +40.2% | +118.3% |
| All | +68.5% | +29.2% | +39.4% | +118.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling