+265.2%
SU vs CBOE
+368.5%
-103.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.4% |
| 7D | +2.2% | -5.8% | +8.0% | +3.7% |
| 30D | +8.4% | -3.1% | +11.6% | +9.1% |
| 3M | +12.1% | -4.8% | +16.8% | +12.9% |
| 6M | +19.7% | -0.6% | +20.2% | +18.2% |
| YTD | +58.4% | +12.8% | +45.6% | +51.0% |
| 1Y | +67.2% | +19.8% | +47.5% | +56.6% |
| 3Y | +125.0% | +86.9% | +38.1% | +79.4% |
| 5Y | +355.1% | +136.5% | +218.5% | +229.3% |
| All | +265.2% | +368.5% | -103.3% | +156.8% |
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