+3,786.6%
STRL vs CBOE
+514.1%
+3,272.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | +23.4% | +4.5% | +19.0% | +22.7% |
| 30D | -39.5% | +26.2% | -65.7% | -41.9% |
| 3M | -45.1% | +27.1% | -72.2% | -47.4% |
| 6M | -64.6% | +4.2% | -68.8% | -65.0% |
| YTD | -1.5% | +48.0% | -49.6% | -10.5% |
| 1Y | -20.8% | +42.4% | -63.2% | -27.4% |
| 3Y | +353.1% | +116.8% | +236.3% | +251.5% |
| 5Y | +942.9% | +199.0% | +743.8% | +600.8% |
| All | +3,786.6% | +514.1% | +3,272.5% | +1,934.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling