+1,830.0%
STRL vs CBOE
+1,341.0%
+488.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.8% | -4.8% | -3.5% |
| 7D | +15.7% | +6.3% | +9.4% | +14.0% |
| 30D | -35.5% | +24.9% | -60.4% | -39.2% |
| 3M | -47.1% | +28.5% | -75.6% | -50.8% |
| 6M | -65.8% | +2.9% | -68.7% | -66.5% |
| YTD | -4.5% | +50.7% | -55.2% | -17.2% |
| 1Y | -10.5% | +45.5% | -56.0% | -21.6% |
| 3Y | +340.6% | +116.3% | +224.3% | +222.8% |
| 5Y | +911.0% | +204.3% | +706.7% | +537.7% |
| 10Y | +3,727.1% | +526.3% | +3,200.8% | +1,621.7% |
| All | +1,830.0% | +1,341.0% | +488.9% | +447.1% |
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