+539.9%
STRL vs CBOE
+95.4%
+444.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.7% | +4.9% | +2.6% |
| 7D | +10.1% | -4.6% | +14.8% | +8.3% |
| 30D | -8.2% | +2.6% | -10.8% | -7.2% |
| 3M | -43.7% | +4.9% | -48.6% | -42.2% |
| 6M | +27.1% | -2.2% | +29.3% | +29.9% |
| YTD | +64.0% | +17.7% | +46.3% | +85.4% |
| 1Y | +75.2% | +26.1% | +49.1% | +107.0% |
| 3Y | +539.9% | +97.1% | +442.8% | +763.2% |
| All | +539.9% | +95.4% | +444.5% | +763.2% |
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 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