+194.0%
STT vs CBOE
+524.9%
-331.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.6% |
| 7D | +4.8% | +6.3% | -1.5% | +3.2% |
| 30D | +3.9% | +24.9% | -21.0% | -2.1% |
| 3M | -8.2% | +28.5% | -36.6% | -14.4% |
| 6M | +15.6% | +2.9% | +12.7% | +13.7% |
| YTD | +37.6% | +50.7% | -13.0% | +19.1% |
| 1Y | +50.1% | +45.5% | +4.6% | +31.3% |
| 3Y | +183.1% | +116.3% | +66.7% | +109.3% |
| 5Y | +104.8% | +204.3% | -99.5% | +29.6% |
| All | +194.0% | +524.9% | -331.0% | +49.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling