+7,301.3%
STRL vs CBOE
+385.3%
+6,916.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | +8.2% | -0.8% | +9.0% | +8.3% |
| 30D | -6.3% | +2.7% | -9.0% | -6.9% |
| 3M | -41.2% | +0.7% | -41.9% | -41.8% |
| 6M | +20.4% | -2.0% | +22.3% | +19.3% |
| YTD | +61.7% | +17.1% | +44.6% | +53.2% |
| 1Y | +72.7% | +26.5% | +46.2% | +59.8% |
| 3Y | +530.9% | +96.1% | +434.8% | +381.2% |
| 5Y | +2,125.4% | +149.3% | +1,976.1% | +1,420.1% |
| 10Y | +7,301.3% | +386.5% | +6,914.9% | +3,408.6% |
| All | +7,301.3% | +385.3% | +6,916.0% | +3,408.6% |
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