+335.0%
STRL vs CBOE
+113.1%
+221.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.8% | +1.1% |
| 7D | -19.8% | +6.0% | -25.8% | -17.6% |
| 30D | -43.6% | +19.9% | -63.5% | -38.5% |
| 3M | -45.2% | +28.4% | -73.6% | -38.4% |
| 6M | -65.7% | +5.2% | -70.9% | -64.3% |
| YTD | -5.4% | +46.4% | -51.9% | +19.5% |
| 1Y | -24.7% | +41.8% | -66.5% | -6.4% |
| 3Y | +335.0% | +114.4% | +220.6% | +599.4% |
| All | +335.0% | +113.1% | +221.9% | +599.4% |
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