+183.1%
STT vs CBOE
+119.7%
+63.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | 0.0% |
| 7D | +4.8% | +6.3% | -1.5% | +5.3% |
| 30D | +3.9% | +24.9% | -21.0% | +6.0% |
| 3M | -8.2% | +28.5% | -36.6% | -6.0% |
| 6M | +15.6% | +2.9% | +12.7% | +16.0% |
| YTD | +37.6% | +50.7% | -13.0% | +42.5% |
| 1Y | +50.1% | +45.5% | +4.6% | +55.0% |
| 3Y | +183.1% | +116.3% | +66.7% | +201.4% |
| All | +183.1% | +119.7% | +63.4% | +201.4% |
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