+1,811.3%
STRL vs CBOE
+1,300.3%
+511.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.8% | -1.2% |
| 7D | -19.8% | +6.0% | -25.8% | -21.0% |
| 30D | -43.6% | +19.9% | -63.5% | -46.4% |
| 3M | -45.2% | +28.4% | -73.6% | -49.1% |
| 6M | -65.7% | +5.2% | -70.9% | -66.8% |
| YTD | -5.4% | +46.4% | -51.9% | -17.4% |
| 1Y | -24.7% | +41.8% | -66.5% | -33.6% |
| 3Y | +335.0% | +114.4% | +220.6% | +218.3% |
| 5Y | +915.3% | +202.9% | +712.4% | +538.6% |
| 10Y | +3,877.5% | +511.3% | +3,366.2% | +1,698.2% |
| All | +1,811.3% | +1,300.3% | +511.0% | +445.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling