+156.0%
STT vs CBOE
+145.0%
+11.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.2% |
| 7D | -1.4% | -3.7% | +2.3% | -1.0% |
| 30D | +2.2% | +2.0% | +0.2% | +2.0% |
| 3M | +18.8% | -4.2% | +23.1% | +19.0% |
| 6M | +57.9% | +1.2% | +56.7% | +55.8% |
| YTD | +51.0% | +15.4% | +35.6% | +45.0% |
| 1Y | +77.1% | +23.5% | +53.7% | +67.7% |
| 3Y | +199.8% | +93.2% | +106.7% | +139.5% |
| 5Y | +156.0% | +142.0% | +14.0% | +79.6% |
| All | +156.0% | +145.0% | +11.0% | +79.6% |
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