+915.3%
STRL vs CBOE
+194.5%
+720.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.8% | +0.2% |
| 7D | -19.8% | +6.0% | -25.8% | -19.0% |
| 30D | -43.6% | +19.9% | -63.5% | -41.9% |
| 3M | -45.2% | +28.4% | -73.6% | -43.1% |
| 6M | -65.7% | +5.2% | -70.9% | -64.7% |
| YTD | -5.4% | +46.4% | -51.9% | -0.2% |
| 1Y | -24.7% | +41.8% | -66.5% | -20.6% |
| 3Y | +335.0% | +114.4% | +220.6% | +328.5% |
| 5Y | +915.3% | +202.9% | +712.4% | +731.4% |
| All | +915.3% | +194.5% | +720.7% | +731.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling