+645.1%
STT vs CBOE
+1,045.3%
-400.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.5% | -3.6% | +4.1% | +1.6% |
| 30D | +3.9% | +5.1% | -1.2% | +2.0% |
| 3M | +20.0% | +4.6% | +15.3% | +17.0% |
| 6M | +55.3% | -0.3% | +55.6% | +51.9% |
| YTD | +53.3% | +19.8% | +33.6% | +40.1% |
| 1Y | +74.7% | +28.4% | +46.3% | +55.2% |
| 3Y | +205.8% | +104.1% | +101.7% | +120.1% |
| 5Y | +145.0% | +150.9% | -5.9% | +60.0% |
| 10Y | +266.0% | +393.5% | -127.5% | +72.4% |
| All | +645.1% | +1,045.3% | -400.2% | +111.9% |
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